A note on the article ``Inference for multivariate normal mixtures by J. Chen and X. Tan

DOI10.1016/j.jmva.2014.04.008zbMath1288.62083OpenAlexW2077261316MaRDI QIDQ2015072

Grigory Alexandrovich

Publication date: 18 June 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.008

zbMATH Keywords

Gaussian mixturesstrong consistencypenalized maximum likelihood estimationlaw of the iterated logarithm for VC classes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Strong limit theorems (60F15)

Related Items (6)

Penalized maximum likelihood estimator for finite multivariate skew normal mixtures ⋮ A mixture factor model with applications to microarray data ⋮ Consistency of the MLE under mixture models ⋮ Penalized maximum likelihood estimation for Gaussian hidden Markov models ⋮ On consistency of the MLE under finite mixtures of location-scale distributions with a structural parameter ⋮ Unnamed Item

Cites Work

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• Probability inequalities for empirical processes and a law of the iterated logarithm
• Inference for multivariate normal mixtures
• 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
• Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when penalty is imposed on the ratios of the scale parameters
• Note on the Consistency of the Maximum Likelihood Estimate

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