Maximum smoothed likelihood estimation for a class of semiparametric Pareto mixture densities

DOI10.4310/SII.2018.V11.N1.A3MaRDI QIDQ1782087zbMATH OpenOpenAlexFDO

Authors Mian Huang, Shaoli Wang, Hansheng Wang, Tian Jin

Publication date 18 September 2018

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/sii.2018.v11.n1.a3

zbMATH Keywords

bandwidth selectionEM algorithmmaximum smoothed likelihood estimationPareto mixture densitiessemiparametric mixture models

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Estimation for a class of semiparametric Pareto mixture densities
• On maximum likelihood estimation of a Pareto mixture
• Maximum smoothed likelihood for multivariate mixtures
• Maximum smoothed likelihood component density estimation in mixture models with known mixing proportions
• Efficient maximum likelihood estimation in semiparametric mixture models
• The doubly smoothed maximum likelihood estimation for location-shifted semiparametric mixtures
• Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
• On empirical likelihood for a semiparametric mixture model

Cited in

(3)

• Estimation for a class of semiparametric Pareto mixture densities
• An overview of semiparametric extensions of finite mixture models
• Penalized estimation in finite mixture of ultra-high dimensional regression models

This page was built for publication: Maximum smoothed likelihood estimation for a class of semiparametric Pareto mixture densities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1782087)