Asymptotic properties of the EM algorithm estimate for normal mixture models with component specific variances

DOI10.1016/S0167-9473(02)00176-7zbMATHOpenAlexMaRDI QIDQ951827FDO

Authors Dechavudh Nityasuddhi, Dankmar Böhning

Publication date 4 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(02)00176-7

zbMATH Keywords

EM algorithmsimulation studycomponent specific variancesnormal mixture model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1348598 (Why is no real title available?)
• scientific article; zbMATH DE number 1059776 (Why is no real title available?)
• Finite mixture models
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• On a mixture of normal distributions
• On the convergence properties of the EM algorithm

Cited in

(8)

• Multivariate mixture modeling using skew-normal independent distributions
• Robust mixture modeling based on scale mixtures of skew-normal distributions
• Asymptotic properties of the estimator for a finite mixture of exponential dispersion models
• Statistical inference on mixing proportion
• Computing the standard errors of mixture model parameters with EM when classes are well separated
• Analyzing Excessive No Changes in Clinical Trials with Clustered Data
• Estimation for finite mixture of mode regression models using skew-normal distribution
• Treatment of nonignorable missing data when modeling unobserved heterogeneity with finite mixture models

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