Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM.

DOI10.1016/S0167-7152(02)00396-6zbMath1038.62023OpenAlexW2010000350MaRDI QIDQ1424452

Stéphane Chrétien, Christophe Biernacki

Publication date: 14 March 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00396-6

zbMATH Keywords

EM algorithmGaussian mixturesMaximum likelihoodDegeneracySpeed of convergence

Mathematics Subject Classification ID

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Cites Work

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• A constrained formulation of maximum-likelihood estimation for normal mixture distributions
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Penalized Maximum Likelihood Estimator for Normal Mixtures
• Estimating the components of a mixture of normal distributions

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