On the convergence of median versions of the expectation-maximization algorithm for the separation of finite normal mixtures

DOI10.1007/s10958-022-06109-yOpenAlexW4303983387MaRDI QIDQ2683612

V. Yu. Korolev, A. K. Gorshenin, Il'ya Anatol'evich Kazakov

Publication date: 14 February 2023

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-022-06109-y

Mathematics Subject Classification ID

Parametric inference (62Fxx) Applications of statistics (62Pxx) Probability theory and stochastic processes (60-XX)

Cites Work

• Median modifications of the EM-algorithm for separation of mixtures of probability distributions and their applications to the decomposition of volatility of financial indexes
• The evolution of probability characteristics of low-frequency plasma turbulence
• Unnamed Item

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