A profile likelihood method for normal mixture with unequal variance

DOI10.1016/J.JSPI.2010.02.004MaRDI QIDQ158424zbMATH OpenOpenAlexFDO

Authors Weixin Yao, Weixin Yao

Publication date July 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2097/13867

zbMATH Keywords

EM algorithmmaximum likelihoodmixture modelsprofile likelihoodunbounded likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Graphical methods in statistics (62A09) Parametric inference under constraints (62F30)

Recommendations

• MAXIMUM LIKELIHOOD PARAMETER ESTIMATION FOR THE MIXTURES OF NORMAL DISTRIBUTIONS
• Maximum likelihood estimation of the multivariate normal mixture model
• Maximum likelihood estimation of heterogeneous mixtures of Gaussian and uniform distributions
• Generalized maximum likelihood estimation of normal mixture densities
• Likelihood-based inference for multivariate skew scale mixtures of normal distributions
• The estimation of normal mixtures with latent variables
• Inference for normal mixtures in mean and variance
• Parameter estimation for the mixtures of normal distributions
• Estimation of the variance for the maximum likelihood estimates in normal mixture models and normal hidden Markov models

Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
• A likelihood-based constrained algorithm for multivariate normal mixture models
• An Iterative Procedure for Obtaining Maximum-Likelihood Estimates of the Parameters for a Mixture of Normal Distributions
• Bayesian mixture labeling by highest posterior density
• Choosing initial values for the EM algorithm for finite mixtures
• Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
• Finite mixture and Markov switching models.
• Finite mixture models
• Inference for multivariate normal mixtures
• Inference for normal mixtures in mean and variance
• Mixture models: theory, geometry and applications
• Parametric estimation for normal mixtures

Cited in

(21)

• scientific article; zbMATH DE number 6266466 (Why is no real title available?)
• Maximum likelihood estimation of heterogeneous mixtures of Gaussian and uniform distributions
• Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
• Understanding and Addressing the Unbounded “Likelihood” Problem
• Initializing the EM algorithm for univariate Gaussian, multi-component, heteroscedastic mixture models by dynamic programming partitions
• A Selective Overview and Comparison of Robust Mixture Regression Estimators
• Robust mixture regression modeling based on the generalized M (GM)-estimation method
• Maximum likelihood estimation of the mixture of log-concave densities
• Semiparametric mixture: continuous scale mixture approach
• A CLASSICAL INVARIANCE APPROACH TO THE NORMAL MIXTURE PROBLEM
• Robust mixture regression modeling based on scale mixtures of skew-normal distributions
• Mixture regression modelling based on the shape mixtures of skew Laplace normal distribution
• Robust estimation of the number of components for mixtures of linear regression models
• Estimation for finite mixture of simplex models: applications to biomedical data
• Robust fitting of mixture regression models
• Robust mixture regression using the \(t\)-distribution
• Finite mixtures of skew Laplace normal distributions with random skewness
• A simple root selection method for univariate finite normal mixture models
• Hypothesis testing for finite mixture models
• Label switching and its solutions for frequentist mixture models
• Mixtures of linear regression with measurement errors

This page was built for publication: A profile likelihood method for normal mixture with unequal variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q158424)