A computational strategy for doubly smoothed MLE exemplified in the normal mixture model
From MaRDI portal
Publication:2445644
DOI10.1016/j.csda.2010.02.026zbMath1284.62234OpenAlexW2010896516MaRDI QIDQ2445644
Byungtae Seo, Bruce G. Lindsay
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.02.026
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Point estimation (62F10)
Related Items
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, The doubly smoothed maximum likelihood estimation for location-shifted semiparametric mixtures, Nearly universal consistency of maximum likelihood in discrete models, Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints, A smoothing principle for the Huber and other location \(M\)-estimators, A CLASSICAL INVARIANCE APPROACH TO THE NORMAL MIXTURE PROBLEM, Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models, Root selection in normal mixture models, Kernels, Degrees of Freedom, and Power Properties of Quadratic Distance Goodness-of-Fit Tests
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Local data-driven bandwidth choice for density estimation
- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
- Constrained monotone EM algorithms for finite mixture of multivariate Gaussians
- Inference for multivariate normal mixtures
- A constrained formulation of maximum-likelihood estimation for normal mixture distributions
- Large sample optimality of least squares cross-validation in density estimation
- A vertex-exchange-method in D-optimal design theory
- Progress in data-based bandwidth selection for kernel density estimation
- A data-based algorithm for choosing the window width when estimating the density at a point
- Estimation of nonlinear models with Berkson measurement errors
- 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
- A Brief Survey of Bandwidth Selection for Density Estimation
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- An Algorithm for Computing the Nonparametric MLE of a Mixing Distribution
- Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
- Penalized Maximum Likelihood Estimator for Normal Mixtures
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- A universally consistent modification of maximum likelihood
- Estimating the components of a mixture of normal distributions