Asymptotic properties of the estimator for a finite mixture of exponential dispersion models

DOI10.2298/FIL1819575ZMaRDI QIDQ5086865zbMATH OpenOpenAlexWikidataFDO

Authors Mouna Zitouni, Mourad Zribi, Afif Masmoudi

Publication date 7 July 2022

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/fil1819575z

zbMATH Keywords

asymptotic propertiesEM algorithmmaximum likelihoodmethod of momentsfinite mixtureexponential dispersion distribution

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Random fields; image analysis (62M40) Generalized linear models (logistic models) (62J12)

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Cited in

(6)

• scientific article; zbMATH DE number 5773527 (Why is no real title available?)
• Estimation parameters for the continuous \(q\)-distributions
• Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator
• On the consistency of Bayes estimates for the infinite continuous mixture of Dirichlet distributions
• An EM algorithm for singular Gaussian mixture models
• Existence of moments and an asymptotic result based on a mixture of exponential distributions

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