Asymptotic normality in mixture models

DOI10.1051/PS:1997101zbMATH Open0867.62026OpenAlexW3123107371MaRDI QIDQ3127361FDOQ3127361

Sara Van De Geer

Publication date: 8 April 1997

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/104230

zbMATH Keywords

asymptotic normalitymixture modelNPMLEnonparametric maximum likelihood estimatorAsymptotic efficiencydifferentiable functionalslinear integral functional

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• Title not available (Why is that?)
• Convergence of stochastic processes
• On differentiable functionals
• PIECEWISE-POLYNOMIAL APPROXIMATIONS OF FUNCTIONS OF THE CLASSES $ W_{p}^{\alpha}$
• A central limit theorem under metric entropy with \(L_ 2\) bracketing
• Rates of convergence for minimum contrast estimators
• Hellinger-consistency of certain nonparametric maximum likelihood estimators
• Estimating a regression function
• Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
• The method of sieves and minimum contrast estimators
• Rates of convergence for the maximum likelihood estimator in mixture models

Cited In (12)

• Asymptotic theory for maximum likelihood in nonparametric mixture models
• Title not available (Why is that?)
• Deconvolution methods for non-parametric inference in two-level mixed models
• Asymptotic Normality in Mixtures of Power Series Distributions
• Test on components of mixture densities
• Asymptotic distribution of normalized maximum under finite mixture models
• Nonparametric estimation of convex models via mixtures
• Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
• Locally efficient estimation of regression parameters using current status data
• Asymptotic normality of posterior distributions for generalized linear mixed models
• Simple semiparametric estimation of ordered response models
• Estimation of distributions, moments and quantiles in deconvolution problems

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