A quick procedure for model selection in the case of mixture of normal densities

DOI10.1016/j.csda.2007.05.023zbMath1445.62147MaRDI QIDQ1020660

A. Durio E. D. Isaia

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.023

zbMATH Keywords

maximum likelihood; multivariate Gaussian mixtures; simulation studies; minimum integrated square error; Monte Carlo significance test

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62F35: Robustness and adaptive procedures (parametric inference)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Editorial: Recent developments in mixture models (Hamburg, July 2001)
• Estimating the number of components in a finite mixture model: the special case of homogeneity
• Editorial: Advances in mixture models
• Recent asymptotic results in testing for mixtures
• Robust and efficient estimation by minimising a density power divergence
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• Mixture Models, Robustness, and the Weighted Likelihood Methodology
• Multivariate Normal Mixtures: A Fast Consistent Method of Moments
• Estimation in Mixtures of Two Normal Distributions