A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures

DOI10.1007/s00362-016-0747-xzbMath1416.62148OpenAlexW2461722470MaRDI QIDQ1685303

Robert Hammarstrand, Thomas Davidson, Brenton R. Clarke

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0747-x

zbMATH Keywords

EM algorithmminimum distance estimationMonte Carlo simulationrobust estimation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10)

Related Items

Mixtures of multivariate contaminated normal regression models

Uses Software

• R
• EMMIX-skew
• mixtools
• EMMIX
• nleqslv
• Emmixuskew

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On mixtures of skew normal and skew \(t\)-distributions
• Order selection in finite mixtures of linear regressions
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Tests for normal mixtures based on the empirical characteristic function
• On the convergence properties of the EM algorithm
• An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions
• Standard errors of fitted component means of normal mixture
• Robust estimation of \(k\)-component univariate normal mixtures
• Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM.
• On the convergence of Newton's method when estimating higher dimensional parameters
• Types of likelihood maxima in mixture models and their implication on the performance of tests
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• A Comparison of Minimum Distance and Maximum Likelihood Estimation of a Mixture Proportion
• The EM Algorithm and Extensions, 2E
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Minimum Hellinger Distance Estimation for Finite Mixture Models
• Some Comparisons of the Method of Moments and the Method of Maximum Likelihood in Estimating Parameters of a Mixture of Two Normal Densities
• A comparison of some methods for estimating mixed normal distributions
• Robust Statistics
• A cautionary note on likelihood ratio tests in mixture models