Maximum regularized likelihood estimator of finite mixtures with a structural model

DOI10.1080/03610920802290705MaRDI QIDQ3585253zbMATHOpenAlexFDO

Authors Shinto Eguchi, Koichi Yoshioka

Publication date 19 August 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802290705

zbMATH Keywords

EM algorithmcross validationmodel identificationmixture of distributionsinfinite likelihoodregularized likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• Robust estimation in the normal mixture model
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(3)

• Structural Equation Models for Finite Mixtures — Simulation Results and Empirical Applications
• Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
• On consistency of the MLE under finite mixtures of location-scale distributions with a structural parameter

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