Generalized maximum likelihood estimation of normal mixture densities

zbMATH Open1166.62013MaRDI QIDQ5325830FDOQ5325830

Cun-Hui Zhang

Publication date: 24 July 2009

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

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 (22)

• 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.
• General maximum likelihood empirical Bayes estimation of normal means
• Maximum Likelihood Estimates for Gaussian Mixtures Are Transcendental
• 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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