A constrained formulation of maximum-likelihood estimation for normal mixture distributions

DOI10.1214/AOS/1176349557zbMATH Open0576.62039OpenAlexW2048298626MaRDI QIDQ1064698FDOQ1064698

Authors: Richard J. Hathaway 

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349557

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zbMATH Keywords

maximum likelihoodconstraintsmixture of normal distributionsill-posed optimization problem

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Cited In (only showing first 100 items - show all)

• Convergence properties of the EM algorithm in constrained parameter spaces
• Strong consistency of \(k\)-parameters clustering
• Order-restricted hypothesis testing in a variation of the normal mixture model
• Finite mixture models and model-based clustering
• Maximum likelihood estimation of heterogeneous mixtures of Gaussian and uniform distributions
• Comments on: ``Model-based clustering and classification with non-normal mixture distributions
• On finite mixture models
• A globally convergent algorithm for Lasso-penalized mixture of linear regression models
• Breakdown points for maximum likelihood estimators of location-scale mixtures
• Mixtures of linear regressions
• A structured Dirichlet mixture model for compositional data: inferential and applicative issues
• Avoiding spurious local maximizers in mixture modeling
• Likelihood ratio test for univariate Gaussian mixture
• Hypothesis test for normal mixture models: the EM approach
• Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population
• Inference for multivariate normal mixtures
• Scoring with constraints
• The influence function of the TCLUST robust clustering procedure
• Maximum likelihood estimation of the multivariate normal mixture model
• Trimming algorithms for clustering contaminated grouped data and their robustness
• Markov-switching model selection using Kullback-Leibler divergence
• Testing homogeneity in a scale mixture of normal distributions
• A tailored multivariate mixture model for detecting proteins of concordant change among virulent strains of \textit{clostridium perfringens}
• Test for homogeneity in gamma mixture models using likelihood ratio
• Maximum likelihood estimation of the mixture of log-concave densities
• Semiparametric mixture: continuous scale mixture approach
• Eigenvalues and constraints in mixture modeling: geometric and computational issues
• Inference on the order of a normal mixture
• Mixture of regression models with varying mixing proportions: a semiparametric approach
• A Bayesian model selection method with applications
• Test for homogeneity in normal mixtures with unknown means and variances
• Order selection in finite mixtures of linear regressions
• A likelihood-based constrained algorithm for multivariate normal mixture models
• Large-scale multiple testing under dependence
• Model-based clustering with determinant-and-shape constraint
• A simulation study to compare robust clustering methods based on mixtures
• Robust clusterwise linear regression through trimming
• Analysis of rounded data in mixture normal model
• Robust mixture regression modeling based on scale mixtures of skew-normal distributions
• Robust Estimation in the Normal Mixture Model Based on Robust Clustering
• Probabilistic clustering via Pareto solutions and significance tests
• A computational strategy for doubly smoothed MLE exemplified in the normal mixture model
• Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small
• Generalized linear mixed models with Gaussian mixture random effects: inference and application
• Multivariate mixture modeling using skew-normal independent distributions
• A review of robust clustering methods
• Robust estimation in the normal mixture model
• Robust estimation of the number of components for mixtures of linear regression models
• Finding the Number of Normal Groups in Model-Based Clustering via Constrained Likelihoods
• Robust fitting of mixture regression models
• Robust constrained fuzzy clustering
• Robust estimation of mixtures of regressions with random covariates, via trimming and constraints
• Exploring the number of groups in robust model-based clustering
• Finite mixtures in confirmatory factor-analysis models
• Determining the number of components in mixtures of linear models.
• Estimating mixtures of normal distributions via empirical characteristic function
• Robust mixture regression using the \(t\)-distribution
• An algorithm to calculate extrema of probability density of normal distributions' mixtures
• A constrained maximum-likelihood approach to estimating switching regressions
• On the breakdown behavior of the TCLUST clustering procedure
• Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints
• Testing for intercept-scale switch in linear autoregression
• A mixture of generalized hyperbolic distributions
• Smooth estimates of normal mixtures
• Fitting multivariage normal finite mixtures subject to structural equation modeling
• A general trimming approach to robust cluster analysis
• Using combinatorial optimization in model-based trimmed clustering with cardinality constraints
• A profile likelihood method for normal mixture with unequal variance
• Adaptive robust regression with continuous Gaussian scale mixture errors
• A Bayesian analysis of finite mixtures in the LISREL model
• Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
• Maximum likelihood estimators in finite mixture models with censored data
• Constrained parsimonious model-based clustering
• Hypothesis testing for finite mixture models
• Label switching and its solutions for frequentist mixture models
• A fast algorithm for robust constrained clustering
• Extension of the mixture of factor analyzers model to incorporate the multivariate \(t\)-distribution
• On algorithms for restricted maximum likelihood estimation
• Constrained monotone EM algorithms for finite mixture of multivariate Gaussians
• Consistency of the penalized MLE for two-parameter gamma mixture models
• Strong consistency of the MLE under two-parameter Gamma mixture models with a structural scale parameter
• Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
• An EM algorithm for singular Gaussian mixture models
• A new look at the inverse Gaussian distribution with applications to insurance and economic data
• Graphical and Computational Tools to Guide Parameter Choice for the Cluster Weighted Robust Model
• Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small
• Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
• A robust unified approach to analyzing methylation and gene expression data
• Covariate selection in mixture models with the censored response variable
• Inference of finite mixture models and the effect of binning
• A Selective Overview and Comparison of Robust Mixture Regression Estimators
• Finite mixture of linear regression models: an adaptive constrained approach to maximum likelihood estimation
• Model-based clustering
• A note on maximum likelihood estimation for mixture models
• Root selection in normal mixture models
• Robust mixture regression modeling based on the generalized M (GM)-estimation method
• Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
• Clusterwise linear regression modeling with soft scale constraints
• Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers
• Editorial: Advances in mixture models

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