Types of likelihood maxima in mixture models and their implication on the performance of tests

DOI10.1007/BF02506480zbMath1078.62014OpenAlexW1978427603MaRDI QIDQ2581118

Seidel, Wilfried, Hana Ševčíková

Publication date: 13 January 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02506480

zbMATH Keywords

EM algorithmspurious solutionslikelihood functionlikelihood ratio testsnonparametric maximum likelihoodlikelihood equationstarting valuesmultiple maxima

Mathematics Subject Classification ID

Related Items (8)

Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers ⋮ Computational aspects of fitting mixture models via the expectation-maximization algorithm ⋮ A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures ⋮ An application of principal stratification to control for institutionalization at follow-up in studies of substance abuse treatment programs ⋮ Root selection in normal mixture models ⋮ Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates ⋮ Order selection in finite mixtures of linear regressions ⋮ Recent asymptotic results in testing for mixtures

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Choosing initial values for the EM algorithm for finite mixtures
• The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family
• Asymptotics for likelihood ratio tests under loss of identifiability
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
• Likelihood ratio tests based on subglobal optimization: A power comparison in exponential mixture models
• An Algorithm for Computing the Nonparametric MLE of a Mixing Distribution
• A cautionary note on likelihood ratio tests in mixture models

This page was built for publication: Types of likelihood maxima in mixture models and their implication on the performance of tests