A note on the consistency of the maximum likelihood estimator under multivariate linear cluster-weighted models

DOI10.1016/J.SPL.2019.108630zbMath1459.62032OpenAlexW2976841158MaRDI QIDQ2288783

Gabriele Soffritti, Giuliano Galimberti

Publication date: 20 January 2020

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

Full work available at URL: https://doi.org/10.1016/j.spl.2019.108630

zbMATH Keywords

linear modelregularity conditionmixture modelenvelope function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (1)

Multivariate cluster weighted models using skewed distributions

Uses Software

• flexCWM

Cites Work

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• Flexible mixture modelling with the polynomial Gaussian cluster-weighted model
• Identifiability of Finite Mixtures of Elliptical Distributions

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