Generalized EM estimation for semi-parametric mixture distributions with discretized non-parametric component

DOI10.1007/S11222-010-9195-YMaRDI QIDQ637993zbMATHOpenAlexFDO

Authors Jun Ma, Sigurbjorg Gudlaugsdottir, Graham R. Wood

Publication date 8 September 2011

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-010-9195-y

zbMATH Keywords

maximum penalized likelihoodroughness penalty

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05)

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• A Semiparametric Approach to Density Estimation
• A review of semiparametric mixture models
• A stochastic EM algorithm for a semiparametric mixture model
• Finite mixture models
• Multiplicative Algorithms for Maximum Penalized Likelihood Inversion with Non Negative Constraints and Generalized Error Distributions
• Nonparametric estimation in semi-parametric univariate mixture models
• Nonparametric estimation of component distributions in a multivariate mixture
• Semiparametric Estimation of a Two‐component Mixture Model where One Component is known

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