Multivariate Normal Mixtures: A Fast Consistent Method of Moments

DOI10.2307/2290326zbMATH Open0773.62037OpenAlexW4235960978MaRDI QIDQ5288904FDOQ5288904

Authors Bruce G. Lindsay, Prasanta Basak

Publication date 28 October 1993

Full work available at URL https://doi.org/10.2307/2290326

zbMATH Keywords

EM algorithmmaximum likelihoodsimulationconsistent estimateshigh dimensionsidentifiabilityuniquenessinitial valuesmoment methodsequivariancesample momentsmultivariate momentsunbiased estimatessystem of moment equationsFisher's iris datamixtures of multivariate normalsnonnormal data structurestrue mixing distribution

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12)

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• A quick procedure for model selection in the case of mixture of normal densities
• A Bayesian model selection method with applications
• The topography of multivariate normal mixtures
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• A model for planning and optimizing an engineering company production
• A Bayesian analysis of finite mixtures in the LISREL model
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• Inference for multivariate normal mixtures
• An MM algorithm for estimation of a two component semiparametric density mixture with a known component
• Clustering High-Dimensional Data via Feature Selection
• Discussion on “Distributional independent component analysis for diverse neuroimaging modalities” by Ben Wu, Subhadip Pal, Jian Kang, and Ying Guo
• The multidimensional truncated moment problem: Gaussian mixture reconstruction from derivatives of moments
• Modelling Poisson marked point processes using bivariate mixture transition distributions

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