Consistency of the MLE under mixture models

DOI10.1214/16-STS578zbMath1442.62064arXiv1607.01251OpenAlexW2962861084MaRDI QIDQ1790385

Jiahua Chen

Publication date: 2 October 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.01251

zbMATH Keywords

nonparametric MLEidentfiabilityKiefer-Wolfowitz approachpenalized MLEPfanzagl approach

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Variable selection in finite mixture of median regression models using skew-normal distribution, NetMix: A Network-Structured Mixture Model for Reduced-Bias Estimation of Altered Subnetworks, Estimation and computations for Gaussian mixtures with uniform noise under separation constraints, Strong consistency of the MLE under two-parameter Gamma mixture models with a structural scale parameter, Regularized matrix data clustering and its application to image analysis, Some explicit expressions for GBM with Markovian switching and parameter estimations, Fisher-Pitman Permutation Tests Based on Nonparametric Poisson Mixtures with Application to Single Cell Genomics, Revisiting consistency of a recursive estimator of mixing distributions, A constrained maximum likelihood estimation for skew normal mixtures, Estimation of finite mixture models of skew-symmetric circular distributions, Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients, Bayesian Repulsive Gaussian Mixture Model, Model-based clustering of count processes, A latent discrete Markov random field approach to identifying and classifying historical forest communities based on spatial multivariate tree species counts, On consistency of the MLE under finite mixtures of location-scale distributions with a structural parameter, Consistency of the MLE under a two-parameter gamma mixture model with a structural shape parameter, Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies, Singularity Structures and Impacts on Parameter Estimation in Finite Mixtures of Distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Inference for multivariate normal mixtures
• The geometry of mixture likelihoods: A general theory
• On the convergence properties of the EM algorithm
• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
• Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
• Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
• Optimal rate of convergence for finite mixture models
• A note on the article ``Inference for multivariate normal mixtures by J. Chen and X. Tan
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Uniform Convergence of Random Functions with Applications to Statistics
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Approximation Theorems of Mathematical Statistics
• An Iterative Procedure for Obtaining Maximum-Likelihood Estimates of the Parameters for a Mixture of Normal Distributions
• Penalized Maximum Likelihood Estimator for Normal Mixtures
• Dealing With Label Switching in Mixture Models
• A Test for Global Maximum
• Identifiability of Finite Mixtures
• Identifiability of Mixtures
• Note on the Consistency of the Maximum Likelihood Estimate