Multivariate Normal Mixtures: A Fast Consistent Method of Moments

DOI10.2307/2290326zbMath0773.62037OpenAlexW4235960978MaRDI QIDQ5288904

Bruce G. Lindsay, Prasanta Basak

Publication date: 28 October 1993

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

zbMATH Keywords

simulationuniquenessEM algorithminitial valuesconsistent estimatesmaximum likelihoodequivarianceidentifiabilitymoment methodshigh dimensionssample momentsmultivariate momentsunbiased estimatessystem of moment equationsFisher's iris datamixtures of multivariate normalsnonnormal data structurestrue mixing distribution

Mathematics Subject Classification ID

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

Related Items (19)

A Bayesian model selection method with applications ⋮ Robust mixture regression using the \(t\)-distribution ⋮ Finite mixtures in confirmatory factor-analysis models ⋮ A model for planning and optimizing an engineering company production ⋮ Nonparametric estimation of component distributions in a multivariate mixture ⋮ Discussion on “Distributional independent component analysis for diverse neuroimaging modalities” by Ben Wu, Subhadip Pal, Jian Kang, and Ying Guo ⋮ Clustering High-Dimensional Data via Feature Selection ⋮ Estimation in the multipath change point problem for correlated data ⋮ An MM algorithm for estimation of a two component semiparametric density mixture with a known component ⋮ Choosing initial values for the EM algorithm for finite mixtures ⋮ Estimating mixtures of normal distributions via empirical characteristic function ⋮ Mixture Models, Robustness, and the Weighted Likelihood Methodology ⋮ Semiparametric estimation of a two-component mixture model ⋮ A Bayesian analysis of finite mixtures in the LISREL model ⋮ Moment identifiability of homoscedastic Gaussian mixtures ⋮ Simulation input data modeling ⋮ Modelling Poisson marked point processes using bivariate mixture transition distributions ⋮ A quick procedure for model selection in the case of mixture of normal densities ⋮ Inference for multivariate normal mixtures

This page was built for publication: Multivariate Normal Mixtures: A Fast Consistent Method of Moments