Generalized maximum likelihood estimation of normal mixture densities

zbMATH Open1166.62013MaRDI QIDQ5325830FDOQ5325830

Authors: Cun-Hui Zhang 

Publication date: 24 July 2009

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J19N3/j19n323/j19n323.html

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• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
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• scientific article; zbMATH DE number 972645

zbMATH Keywords

maximum likelihoodnormal distributionlarge deviationconvergence rateHellinger distancesieve estimatorsmixture density

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Large deviations (60F10)

Cited In (24)

• Maximum likelihood estimation of mixture densities for binned and truncated multivariate data
• Rate of divergence of the nonparametric likelihood ratio test for Gaussian mixtures
• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
• Minimax bounds for estimating multivariate Gaussian location mixtures
• Rates of convergence for the Gaussian mixture sieve.
• Nonparametric estimation of multivariate scale mixtures of uniform densities
• General maximum likelihood empirical Bayes estimation of normal means
• Maximum Likelihood Estimates for Gaussian Mixtures Are Transcendental
• Estimation and confidence sets for sparse normal mixtures
• Asymptotic distribution of normalized maximum under finite mixture models
• On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
• Simultaneous estimation of normal means with side information
• Learning Gaussian mixtures using the Wasserstein-Fisher-Rao gradient flow
• Poisson mean vector estimation with nonparametric maximum likelihood estimation and application to protein domain data
• Penalized Maximum Likelihood Estimator for Normal Mixtures
• On general maximum likelihood empirical Bayes estimation of heteroscedastic IID normal means
• Normal mixture quasi maximum likelihood estimation for non-stationary TGARCH(1,1) models
• General minimax estimators on the location matrix of a mixture of normals
• Some Comparisons of the Method of Moments and the Method of Maximum Likelihood in Estimating Parameters of a Mixture of Two Normal Densities
• Optimal estimation of high-dimensional Gaussian location mixtures
• A profile likelihood method for normal mixture with unequal variance
• Plug-in L₂-upper error bounds in deconvolution, for a mixing density estimate in R^d and for its derivatives, via the L₁-error for the mixture
• MAXIMUM LIKELIHOOD PARAMETER ESTIMATION FOR THE MIXTURES OF NORMAL DISTRIBUTIONS
• Randomly initialized EM algorithm for two-component Gaussian mixture achieves near optimality in \(O(\sqrt{n})\) iterations

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