Integrated squared error estimation of normal mixtures

DOI10.1016/S0167-9473(02)00251-7MaRDI QIDQ956784zbMATH OpenOpenAlexFDO

Authors Panagiotis Besbeas, Byron J. T. Morgan

Publication date 26 November 2008

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

Full work available at URL https://doi.org/10.1016/s0167-9473(02)00251-7

zbMATH Keywords

characteristic functionintegrated squared errorkernel density estimationnormal mixturesParseval's theoremsimulated annealingsmoothed cross-validation selector

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• A Comparison of Minimum Distance and Maximum Likelihood Estimation of a Mixture Proportion
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Estimation of mixing proportions via distance between characteristic functions
• scientific article; zbMATH DE number 3731128 (Why is no real title available?)
• scientific article; zbMATH DE number 3637102 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Influence for empirical transforms
• Integrated squared error estimation of Cauchy parameters
• Multivariate binary discrimination by the kernel method
• The integrated squared error estimation of parameters

Cited in

(15)

• Nonparametric and robust methods. (Editorial)
• Editorial: Advances in mixture models
• A quick procedure for model selection in the case of mixture of normal densities
• Fourier methods for testing multivariate independence
• Standard errors of fitted component means of normal mixture
• Continuous empirical characteristic function estimation of mixtures of normal parameters
• An Efficient Estimation for Switching Regression Models: A Monte Carlo Study
• The probability weighted characteristic function and goodness-of-fit testing
• Integrated cumulative error (ICE) distance for non-nested mixture model selection: application to extreme values in metal fatigue problems
• Density-difference estimation
• Specification tests in mixed effects models
• Autoregressive models with mixture of scale mixtures of Gaussian innovations
• Applications of optimization heuristics to estimation and modelling problems
• Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
• Goodness-of-fit tests based on empirical characteristic functions

Describes a project that uses

Uses Software

• KernSmooth

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