Estimation of the Variance for the Maximum Likelihood Estimates in Normal Mixture Models and Normal Hidden Markov Models

DOI10.5183/JJSCS.1002001_183zbMath1326.62053OpenAlexW2022614233MaRDI QIDQ3455443

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Publication date: 4 December 2015

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs.1002001_183

zbMATH Keywords

EM algorithmobserved information matrixparametric bootstrap

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Bootstrap, jackknife and other resampling methods (62F40)

Uses Software

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