Semiparametric estimation of normal mixture densities

DOI10.1214/AOS/1176348664zbMath0746.62044OpenAlexW2089253891MaRDI QIDQ1193359

Kathryn Roeder

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348664

zbMATH Keywords

consistencyempirical processconfidence setssemiparametric density estimationuniform spacingsconfidence set of densitiesconsistent data-driven methoddistribution free goodness-of-fit criterionnormal mean mixtures

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Related Items (8)

Models for network evolution ⋮ Multiscale inference about a density ⋮ Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence ⋮ Frailty, Profile Likelihood, and Medfly Mortality ⋮ Mixture models, latent variables and partitioned importance sampling ⋮ Rates of convergence for the Gaussian mixture sieve. ⋮ Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities. ⋮ Speed of convergence for estimators of finite translation mixture distributions

This page was built for publication: Semiparametric estimation of normal mixture densities