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Beyond principal component analysis: A trilinear decomposition model and least squares estimation

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Abstract

The paper derives sufficient conditions for the consistency and asymptotic normality of the least squares estimator of a trilinear decomposition model for multiway data analysis.

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Authors and Affiliations

  1. C. N. R. S. And University of Grenoble, France

    Tuan Dinh Pham

  2. Department Biometrie (FK-BR), Boehringer Mannheim GMBH, Germany

    Joachim Möcks

Authors
  1. Tuan Dinh Pham
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  2. Joachim Möcks
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Pham, T.D., Möcks, J. Beyond principal component analysis: A trilinear decomposition model and least squares estimation. Psychometrika 57, 203–215 (1992). https://doi.org/10.1007/BF02294505

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  • DOI: https://doi.org/10.1007/BF02294505

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