A computational strategy for doubly smoothed MLE exemplified in the normal mixture model
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Cites work
- A Brief Survey of Bandwidth Selection for Density Estimation
- A constrained formulation of maximum-likelihood estimation for normal mixture distributions
- A data-based algorithm for choosing the window width when estimating the density at a point
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- A universally consistent modification of maximum likelihood
- A vertex-exchange-method in D-optimal design theory
- An Algorithm for Computing the Nonparametric MLE of a Mixing Distribution
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- Constrained monotone EM algorithms for finite mixture of multivariate Gaussians
- Estimating the components of a mixture of normal distributions
- Estimation of nonlinear models with Berkson measurement errors
- scientific article; zbMATH DE number 3789676 (Why is no real title available?)
- scientific article; zbMATH DE number 1085980 (Why is no real title available?)
- Inference for multivariate normal mixtures
- Inference for normal mixtures in mean and variance
- Large sample optimality of least squares cross-validation in density estimation
- Local data-driven bandwidth choice for density estimation
- Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
- Penalized Maximum Likelihood Estimator for Normal Mixtures
- Progress in data-based bandwidth selection for kernel density estimation
- Quadratic distances on probabilities: A unified foundation
- Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small
- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
Cited in
(11)- The doubly smoothed maximum likelihood estimation for location-shifted semiparametric mixtures
- Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models
- Minimum quadratic distance density estimation using nonparametric mixtures
- Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers
- Nearly universal consistency of maximum likelihood in discrete models
- A smoothing principle for the Huber and other location M-estimators
- Kernels, degrees of freedom, and power properties of quadratic distance goodness-of-fit tests
- A CLASSICAL INVARIANCE APPROACH TO THE NORMAL MIXTURE PROBLEM
- Root selection in normal mixture models
- Pseudo-likelihood approach for parameter estimation in univariate normal mixture models
- Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints
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