A stochastic EM algorithm for mixtures with censored data

DOI10.1016/0378-3758(94)00097-FzbMath0821.62013OpenAlexW2082321764MaRDI QIDQ1895370

Didier Chauveau

Publication date: 16 August 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00097-f

zbMATH Keywords

incomplete datamaximum likelihood estimatesmixture modelsstochastic EM algorithmfinite mixturecensored observationscensored samplesconvergence of the stationary distribution to a Gaussian distributionnonexponential- type distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (18)

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Cites Work

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• On the convergence properties of the EM algorithm
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Some asymptotic properties of the probabilistic teacher (Corresp.)
• Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions

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