Robust estimation for the order of finite mixture models

DOI10.1007/S00184-007-0168-XzbMATH Open1247.62067OpenAlexW2005340213MaRDI QIDQ451302FDOQ451302

Authors: Sangyeol Lee, Taewook Lee 

Publication date: 23 September 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-007-0168-x

Recommendations

• Robust estimation for order of hidden Markov models based on density power divergences
• Consistent estimation of the order of mixture models.
• Estimation consistante de l'ordre de modèles de mélange
• Robust variable selection for finite mixture regression models
• Minimum Hellinger Distance Estimation for Finite Mixture Models

zbMATH Keywords

robust estimatornon-identifiable modelpenalized minimum density power divergence estimator

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Estimating the dimension of a model
• Title not available (Why is that?)
• Consistent estimation of the order of mixture models.
• On the Identifiability of Finite Mixtures
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Title not available (Why is that?)
• Consistent estimation of a mixing distribution
• The estimation of the order of a mixture model
• Asymptotics for likelihood ratio tests under loss of identifiability
• Invariance principles for sums of Banach space valued random elements and empirical processes
• Moment matrices: Applications in mixtures
• Minimum Hellinger distance estimates for parametric models
• Robust estimation in the normal mixture model
• Minimum Hellinger Distance Estimation for Multivariate Location and Covariance
• Robust and efficient estimation by minimising a density power divergence
• A Graphical Technique for Determining the Number of Components in a Mixture of Normals
• Title not available (Why is that?)
• Choosing a robustness tuning parameter
• Consistent estimation of mixture complexity.
• Penalized minimum‐distance estimates in finite mixture models
• A Comparison of Minimum Distance and Maximum Likelihood Estimation of a Mixture Proportion
• On estimating the number of constituents of a finite mixture of continuous distributions
• Testing for the number of components in a mixture of normal distributions using moment estimators
• Alternating kernel and mixture density estimates.
• Likelihood ratio inequalities with applications to various mixtures
• Testing the Mixture of Exponentials Hypothesis and Estimating the Mixing Distribution by the Methods of Moments
• Testing in locally conic models, and application to mixture models
• On Random Sums of Random Vectors

Cited In (9)

• Robust estimation of mixture complexity for count data
• The robust estimation method for a finite mixture of Poisson mixed-effect models
• Title not available (Why is that?)
• Consistency of minimizing a penalized density power divergence estimator for mixing distribution
• Robust estimation for order of hidden Markov models based on density power divergences
• Robust estimation of \(k\)-component univariate normal mixtures
• Robust estimation of mixing measures in finite mixture models
• Title not available (Why is that?)
• Estimation and order selection for multivariate exponential power mixture models

This page was built for publication: Robust estimation for the order of finite mixture models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q451302)