Consistency of minimizing a penalized density power divergence estimator for mixing distribution

DOI10.1007/s00362-007-0062-7zbMath1309.62061OpenAlexW1969019548MaRDI QIDQ1019443

Taewook Lee, Sangyeol Lee

Publication date: 2 June 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0062-7

zbMATH Keywords

finite mixture modelmixing distributiondensity power divergencepenalized estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The geometry of mixture likelihoods: A general theory
• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
• Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
• Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
• Mixtures of exponential distributions
• Consistent estimation of a mixing distribution
• Maximum likelihood estimation of a compound Poisson process
• Estimating the dimension of a model
• Robust estimation of \(k\)-component univariate normal mixtures
• Robust estimation in the normal mixture model
• Estimators for the parameters of a finite mixture of distributions
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• A Comparison of Minimum Distance and Maximum Likelihood Estimation of a Mixture Proportion
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Robust and efficient estimation by minimising a density power divergence
• A Graphical Technique for Determining the Number of Components in a Mixture of Normals
• Minimum Hellinger Distance Estimation for Finite Mixture Models
• Finite mixture models

This page was built for publication: Consistency of minimizing a penalized density power divergence estimator for mixing distribution