Robust estimation in the normal mixture model

DOI10.1016/J.JSPI.2005.03.008zbMATH Open1104.62017OpenAlexW2046399133MaRDI QIDQ2500650FDOQ2500650

Authors: Hironori Fujisawa, Shinto Eguchi 

Publication date: 17 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.03.008

Recommendations

• Robust estimation of \(k\)-component univariate normal mixtures
• Trimmed ML estimation of contaminated mixtures
• Robust fitting of mixtures using the trimmed likelihood estimator
• Robust fitting of mixture regression models
• Breakdown points for maximum likelihood estimators of location-scale mixtures

zbMATH Keywords

model selectioncross-validationefficiencyrobustnessunbounded likelihoodmodified likelihoodgross-error-sensitivityinvader assay datared blood cell SLC data

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Statistical analysis of finite mixture distributions
• Title not available (Why is that?)
• Finite mixture models
• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
• Differential-geometrical methods in statistics
• Robust Statistics
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Title not available (Why is that?)
• Title not available (Why is that?)
• Penalized Maximum Likelihood Estimator for Normal Mixtures
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Bayesian information criteria and smoothing parameter selection in radial basis function networks
• Minimum Hellinger distance estimates for parametric models
• A comparison of related density-based minimum divergence estimators
• Robust and efficient estimation by minimising a density power divergence
• A Graphical Technique for Determining the Number of Components in a Mixture of Normals
• Minimum Hellinger Distance Estimation for Finite Mixture Models
• A modified likelihood ratio test for homogeneity in finite mixture models
• Title not available (Why is that?)
• Penalized minimum‐distance estimates in finite mixture models
• A Comparison of Minimum Distance and Maximum Likelihood Estimation of a Mixture Proportion
• Robust estimation of \(k\)-component univariate normal mixtures

Cited In (48)

• Robust mixture regression modeling based on the normal mean-variance mixture distributions
• Breakdown points for maximum likelihood estimators of location-scale mixtures
• Robust estimation of location and concentration parameters for the von Mises-Fisher distribution
• Test for parameter change in the presence of outliers: the density power divergence-based approach
• Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
• Iterative bias correction of the cross-validation criterion
• Robust estimation for the covariance matrix of multi-variate time series
• Trimmed ML estimation of contaminated mixtures
• An Extension of the Normal/Independent Family for Studies of Robust Estimators
• Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence
• Robust test for structural instability in dynamic factor models
• Recent progress in parameter change test for integer-valued time series models
• Robust estimation for the order of finite mixture models
• Duality of maximum entropy and minimum divergence
• A moment-distance hybrid method for estimating a mixture of two symmetric densities
• Title not available (Why is that?)
• Robust estimation for general integer-valued time series models
• Robust tests for the equality of two normal means based on the density power divergence
• Entropy and divergence associated with power function and the statistical application
• Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions
• A modified EM algorithm for mixture models based on Bregman divergence
• Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution
• Minimizing robust density power-based divergences for general parametric density models
• Robust and efficient estimation in ordinal response models using the density power divergence
• Asymptotic comparison of semi-supervised and supervised linear discriminant functions for heteroscedastic normal populations
• Consistency of minimizing a penalized density power divergence estimator for mixing distribution
• Robustness of normal theory methods in the analysis of linear latent variate models
• Robust estimation in stochastic frontier models
• Sequential change point test in the presence of outliers: the density power divergence based approach
• Robust estimation for order of hidden Markov models based on density power divergences
• Robust fitting of mixture models using weighted complete estimating equations
• Robust fitting of mixtures using the trimmed likelihood estimator
• Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
• A robust EM clustering approach: ROBEM
• Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
• Robust estimation of \(k\)-component univariate normal mixtures
• Robust estimation of mixing measures in finite mixture models
• Robustness of locally most powerful invariant test for normal mixture model in control and treatment populations
• Robust Statistical Modeling of Monthly Rainfall: The Minimum Density Power Divergence Approach
• Maximum regularized likelihood estimator of finite mixtures with a structural model
• A class of cross-validatory model selection criteria
• Robust estimation for copula parameter in SCOMDY models
• Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
• Two-stage hierarchical modeling for analysis of subpopulations in conditional distributions
• On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison
• A robust approach for testing parameter change in Poisson autoregressive models
• Minimum density power divergence estimator for Poisson autoregressive models
• On the consistency and the robustness in model selection criteria

This page was built for publication: Robust estimation in the normal mixture model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2500650)