A note on the article ``Inference for multivariate normal mixtures by J. Chen and X. Tan

DOI10.1016/J.JMVA.2014.04.008MaRDI QIDQ2015072zbMATH OpenOpenAlexFDO

Authors Grigory Alexandrovich

Publication date 18 June 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.04.008

zbMATH Keywords

strong consistencyGaussian mixturespenalized maximum likelihood estimationlaw of the iterated logarithm for VC classes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Strong limit theorems (60F15)

Recommendations

• Inference for normal mixtures in mean and variance
• Penalized Maximum Likelihood Estimator for Normal Mixtures
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Cites work

• scientific article; zbMATH DE number 1552483 (Why is no real title available?)
• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Inference for multivariate normal mixtures
• Inference for normal mixtures in mean and variance
• Note on the Consistency of the Maximum Likelihood Estimate
• Probability inequalities for empirical processes and a law of the iterated logarithm
• Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when penalty is imposed on the ratios of the scalar parameter

Cited in

(8)

• Penalized maximum likelihood estimator for finite multivariate skew normal mixtures
• A mixture factor model with applications to microarray data
• Consistency of the MLE under mixture models
• Inference for normal mixtures in mean and variance
• Consistency, breakdown robustness, and algorithms for robust improper maximum likelihood clustering
• Correction to: ``Efficient computation of normalized maximum likelihood codes for Gaussian mixture models with its applications to clustering
• On consistency of the MLE under finite mixtures of location-scale distributions with a structural parameter
• Penalized maximum likelihood estimation for Gaussian hidden Markov models

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