A quick procedure for model selection in the case of mixture of normal densities
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Publication:1020660
DOI10.1016/j.csda.2007.05.023zbMath1445.62147MaRDI QIDQ1020660
Publication date: 2 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.023
maximum likelihood; multivariate Gaussian mixtures; simulation studies; minimum integrated square error; Monte Carlo significance test
62H12: Estimation in multivariate analysis
62H30: Classification and discrimination; cluster analysis (statistical aspects)
62F35: Robustness and adaptive procedures (parametric inference)
Cites Work
- Editorial: Recent developments in mixture models (Hamburg, July 2001)
- Estimating the number of components in a finite mixture model: the special case of homogeneity
- Editorial: Advances in mixture models
- Recent asymptotic results in testing for mixtures
- Robust and efficient estimation by minimising a density power divergence
- Model-Based Clustering, Discriminant Analysis, and Density Estimation
- Mixture Models, Robustness, and the Weighted Likelihood Methodology
- Multivariate Normal Mixtures: A Fast Consistent Method of Moments
- Estimation in Mixtures of Two Normal Distributions
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