A Comparison of Minimum Distance and Maximum Likelihood Estimation of a Mixture Proportion
From MaRDI portal
Publication:3339092
DOI10.2307/2288405zbMath0547.62017OpenAlexW4246037376MaRDI QIDQ3339092
Wayne A. Woodward, Hildegard Lindsey, William C. Parr, William R. Schucany
Publication date: 1984
Full work available at URL: https://doi.org/10.2307/2288405
robustnessasymptotic normalityEM algorithmmaximum likelihoodstrong consistencyminimum distancemixture modeliterative proceduresrelative efficienciesnormal componentsAsymptotic variancesestimation of mixing proportions
Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Monte Carlo methods (65C05)
Related Items (31)
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures ⋮ Robust estimation of \(k\)-component univariate normal mixtures ⋮ On the convergence of Newton's method when estimating higher dimensional parameters ⋮ A moment-distance hybrid method for estimating a mixture of two symmetric densities ⋮ Estimators Based on Data-Driven Generalized Weighted Cramér-von Mises Distances under Censoring - with Applications to Mixture Models ⋮ Fast Search and Estimation of Bayesian Nonparametric Mixture Models Using a Classification Annealing EM Algorithm ⋮ Minimum Hellinger distance estimation of mixture proportions ⋮ A comparison of some estimators of the mixture proportion of mixed normal distributions ⋮ An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions ⋮ A fast robust method for fitting gamma distributions ⋮ Minimum distance estimation in a finite mixture regression model ⋮ A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures ⋮ The minimum \(L_{2}\) distance estimator for Poisson mixture models ⋮ Discussion on “Distributional independent component analysis for diverse neuroimaging modalities” by Ben Wu, Subhadip Pal, Jian Kang, and Ying Guo ⋮ A simple root selection method for univariate finite normal mixture models ⋮ Two-stage hierarchical modeling for analysis of subpopulations in conditional distributions ⋮ Robust estimation for the order of finite mixture models ⋮ Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions ⋮ Minimum distance density-based estimation ⋮ Choosing initial values for the EM algorithm for finite mixtures ⋮ Integrated squared error estimation of normal mixtures ⋮ Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model ⋮ Robust estimation for order of hidden Markov models based on density power divergences ⋮ Robust estimation in the normal mixture model ⋮ Robust estimation of mixing measures in finite mixture models ⋮ Finite mixture-of-gamma distributions: estimation, inference, and model-based clustering ⋮ Consistency of minimizing a penalized density power divergence estimator for mixing distribution ⋮ Minimum Hellinger distance estimation for Poisson mixtures. ⋮ Using mixtures of Weibull distributions to estimate mixing proportions ⋮ Minimum negative exponential disparity estimation of mixture proportions. ⋮ Mixtures of linear regressions
This page was built for publication: A Comparison of Minimum Distance and Maximum Likelihood Estimation of a Mixture Proportion