Multivariate Normal Mixtures: A Fast Consistent Method of Moments

DOI10.2307/2290326zbMATH Open0773.62037OpenAlexW4235960978MaRDI QIDQ5288904FDOQ5288904

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)

Cited In (21)

• Nonparametric estimation of component distributions in a multivariate mixture
• Inference for multivariate normal mixtures
• An MM algorithm for estimation of a two component semiparametric density mixture with a known component
• Modelling Poisson marked point processes using bivariate mixture transition distributions
• A Bayesian model selection method with applications
• Semiparametric estimation of a two-component mixture model
• Clustering High-Dimensional Data via Feature Selection
• A model for planning and optimizing an engineering company production
• Moment identifiability of homoscedastic Gaussian mixtures
• 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
• Simulation input data modeling
• Finite mixtures in confirmatory factor-analysis models
• Estimating mixtures of normal distributions via empirical characteristic function
• Robust mixture regression using the \(t\)-distribution
• Mixture Models, Robustness, and the Weighted Likelihood Methodology
• Choosing initial values for the EM algorithm for finite mixtures
• A quick procedure for model selection in the case of mixture of normal densities
• A Bayesian analysis of finite mixtures in the LISREL model
• Estimation in the multipath change point problem for correlated data
• Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes

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