Consistency of the penalized MLE for two-parameter gamma mixture models

DOI10.1007/S11425-016-0125-0MaRDI QIDQ525882zbMATH OpenOpenAlexFDO

Authors ShaoTing Li, Xianming Tan, Jiahua Chen

Publication date 5 May 2017

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-016-0125-0

zbMATH Keywords

penalized likelihoodidentifiabilityStirling formulafinite mixtureconstrained MLE

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cites work

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• scientific article; zbMATH DE number 1862734 (Why is no real title available?)
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• Penalized likelihood-ratio test for finite mixture models with multinomial observations
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• Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small
• Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small
• Test for homogeneity in gamma mixture models using likelihood ratio
• Test for homogeneity under gamma mixture model

Cited in

(8)

• Model-based clustering of count processes
• Strong consistency of the MLE under two-parameter Gamma mixture models with a structural scale parameter
• Penalized maximum likelihood estimator for mixture of von Mises-Fisher distributions
• Penalized maximum likelihood estimator for finite multivariate skew normal mixtures
• Consistency of the MLE under a two-parameter gamma mixture model with a structural shape parameter
• A note on maximum likelihood estimation for mixture models
• EM-test for homogeneity in a two-sample problem with a mixture structure
• Testing homogeneity in contaminated mixture models

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• GSM

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