Multivariate Normal Mixtures: A Fast Consistent Method of Moments (Q5288904)
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scientific article; zbMATH DE number 270270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Normal Mixtures: A Fast Consistent Method of Moments |
scientific article; zbMATH DE number 270270 |
Statements
28 October 1993
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EM algorithm
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identifiability
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initial values
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maximum likelihood
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multivariate moments
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unbiased estimates
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nonnormal data structures
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high dimensions
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sample moments
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mixtures of multivariate normals
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system of moment equations
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true mixing distribution
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consistent estimates
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simulation
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Fisher's iris data
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moment methods
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uniqueness
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equivariance
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Multivariate Normal Mixtures: A Fast Consistent Method of Moments (English)
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