Penalized estimation of finite mixture models
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 4036935 (Why is no real title available?)
- scientific article; zbMATH DE number 53950 (Why is no real title available?)
- scientific article; zbMATH DE number 1220667 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 927305 (Why is no real title available?)
- scientific article; zbMATH DE number 6791313 (Why is no real title available?)
- scientific article; zbMATH DE number 6791314 (Why is no real title available?)
- scientific article; zbMATH DE number 3356095 (Why is no real title available?)
- A Cognitive Hierarchy Model of Games
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- A constrained formulation of maximum-likelihood estimation for normal mixture distributions
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Asymptotics for Lasso-type estimators.
- Asymptotics for likelihood ratio tests under loss of identifiability
- Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions
- Consistent estimation of mixture complexity.
- Consistent estimation of the order of mixture models.
- Dynamic discrete choice structural models: a survey
- Endogenous depth of reasoning
- Estimation and inference with weak, semi-strong, and strong identification
- GENERALIZATION OF A RESULT ON “REGRESSIONS, SHORT AND LONG”
- Identifiability of Finite Mixtures
- Identifiability of Finite Mixtures of Elliptical Distributions
- Identifiability of parameters in latent structure models with many observed variables
- Identification and Robustness with Contaminated and Corrupted Data
- Identification in models of oligopoly entry
- Likelihood inference in some finite mixture models
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Model selection for Gaussian mixture models
- Nearly unbiased variable selection under minimax concave penalty
- Non-Parametric Estimation of Finite Mixtures from Repeated Measurements
- Non-finite Fisher information and homogeneity: an EM approach
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
- Nonparametric estimation of component distributions in a multivariate mixture
- Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
- On players' models of other players: Theory and experimental evidence
- On the Identifiability of Finite Mixtures
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- Optimal rate of convergence for finite mixture models
- Order selection in finite mixture models with a nonsmooth penalty
- Partial identification of finite mixtures in econometric models
- Partial identification of probability distributions with misclassified data
- Penalized minimum‐distance estimates in finite mixture models
- Robust Estimation of Mixture Complexity
- Stable mixture GARCH models
- Strong identifiability and optimal minimax rates for finite mixture estimation
- Testing the number of components in normal mixture regression models
- Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
- The Adaptive Lasso and Its Oracle Properties
- The Elements of Statistical Learning
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Penalized estimation of finite mixture models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6969787)
