Continuous empirical characteristic function estimation of mixtures of normal parameters
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- scientific article; zbMATH DE number 3852217
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Cites work
- A New Approach to Estimating Switching Regressions
- A new look at the statistical model identification
- An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions
- Bayes Factors
- Empirical Characteristic Function Estimation and Its Applications
- EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION
- Estimating Mixtures of Normal Distributions and Switching Regressions
- Estimating mixtures of normal distributions via empirical characteristic function
- Estimating the components of a mixture of normal distributions
- scientific article; zbMATH DE number 3731128 (Why is no real title available?)
- scientific article; zbMATH DE number 194758 (Why is no real title available?)
- On the determination of the number of components in a mixture
- Simulated Percentage Points for the Null Distribution of the Likelihood Ratio Test for a Mixture of Two Normals
- Statistical analysis of finite mixture distributions
- The integrated squared error estimation of parameters
Cited in
(9)- Continuous mixture modeling via goodness-of-fit ridges
- The truncated g-and-h distribution: estimation and application to loss modeling
- Sparse and smooth: improved guarantees for spectral clustering in the dynamic stochastic block model
- Characteristic function-based semiparametric inference for skew-symmetric models
- Estimating mixtures of normal distributions via empirical characteristic function
- Some analytical results on bivariate stable distributions with an application in operational risk
- Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
- Two statistical problems for multivariate mixture distributions
- Bayesian analysis of multivariate stable distributions using one-dimensional projections
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