Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small

DOI10.1007/BF02506875zbMATH Open1083.62024arXivmath/0409197OpenAlexW2068993446MaRDI QIDQ816581FDOQ816581

Authors: Kentaro Tanaka, Akimichi Takemura 

Publication date: 9 March 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Abstract: We consider maximum likelihood estimation of finite mixture of uniform distributions. We prove that maximum likelihood estimator is strongly consistent, if the scale parameters of the component uniform distributions are restricted from below by exp(-n^d), 0 < d < 1, where n is the sample size.

Full work available at URL: https://arxiv.org/abs/math/0409197

Recommendations

• Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small
• On consistency of the MLE under finite mixtures of location-scale distributions with a structural parameter
• Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when penalty is imposed on the ratios of the scalar parameter
• Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
• On the consistency of MLE in finite mixture models of exponential families

zbMATH Keywords

identifiabilitymixture distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cites Work

• Statistical analysis of finite mixture distributions
• Finite mixture models
• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
• On the Identifiability of Finite Mixtures
• Title not available (Why is that?)
• Note on the Consistency of the Maximum Likelihood Estimate
• Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
• Some inequalities relating to the partial sum of binomial probabilities
• On the Mixture of Distributions

Cited In (8)

• Strong consistency of the MLE under two-parameter Gamma mixture models with a structural scale parameter
• Nonparametric estimation of multivariate scale mixtures of uniform densities
• On the consistency of MLE in finite mixture models of exponential families
• Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small
• A flexible family of density functions
• On consistency of the MLE under finite mixtures of location-scale distributions with a structural parameter
• Consistency of the MLE under a two-parameter gamma mixture model with a structural shape parameter
• Consistency of the penalized MLE for two-parameter gamma mixture models

This page was built for publication: Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q816581)