A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures
From MaRDI portal
Publication:1685303
DOI10.1007/s00362-016-0747-xzbMath1416.62148MaRDI QIDQ1685303
Robert Hammarstrand, Thomas Davidson, Brenton R. Clarke
Publication date: 13 December 2017
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0747-x
62H30: Classification and discrimination; cluster analysis (statistical aspects)
62F10: Point estimation
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On mixtures of skew normal and skew \(t\)-distributions
- Order selection in finite mixtures of linear regressions
- Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
- Tests for normal mixtures based on the empirical characteristic function
- On the convergence properties of the EM algorithm
- An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions
- Standard errors of fitted component means of normal mixture
- Robust estimation of \(k\)-component univariate normal mixtures
- Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM.
- On the convergence of Newton's method when estimating higher dimensional parameters
- Types of likelihood maxima in mixture models and their implication on the performance of tests
- Mixture Densities, Maximum Likelihood and the EM Algorithm
- A Comparison of Minimum Distance and Maximum Likelihood Estimation of a Mixture Proportion
- The EM Algorithm and Extensions, 2E
- Estimating Mixtures of Normal Distributions and Switching Regressions
- Minimum Hellinger Distance Estimation for Finite Mixture Models
- Some Comparisons of the Method of Moments and the Method of Maximum Likelihood in Estimating Parameters of a Mixture of Two Normal Densities
- A comparison of some methods for estimating mixed normal distributions
- Robust Statistics
- A cautionary note on likelihood ratio tests in mixture models