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

DOI10.2298/FIL1819575ZzbMATH Open1499.62098OpenAlexW2588878609WikidataQ115495106 ScholiaQ115495106MaRDI QIDQ5086865FDOQ5086865

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

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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)

Cites Work

• Statistical analysis of finite mixture distributions
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• Mixture Densities, Maximum Likelihood and the EM Algorithm
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• Asymptotic properties of the EM algorithm estimate for normal mixture models with component specific variances
• Lectures on natural exponential families and their variance functions
• Some discrete exponencial dispersion models: Poisson-Tweedie and Hinde-Demétrio classes
• Characterization of multinomial exponential families by generalized variance
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• Maximum likelihood estimators in finite mixture models with censored data
• Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small
• Convergence of the EM algorithm for continuous mixing distributions

Cited In (6)

• An EM algorithm for singular Gaussian mixture models
• Title not available (Why is that?)
• Existence of moments and an asymptotic result based on a mixture of exponential distributions
• Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator
• Estimation parameters for the continuous \(q\)-distributions
• On the consistency of Bayes estimates for the infinite continuous mixture of Dirichlet distributions

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