Maximum likelihood estimation of a mixture of normal regressions: starting values and singularities

DOI10.1080/03610919808813502zbMath0915.62059OpenAlexW1974089504MaRDI QIDQ4232058

Ram N. Acharya, Steven B. Caudill

Publication date: 15 June 1999

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919808813502

zbMATH Keywords

convergencesingularitiesmaximum likelihoodmixture modelstarting values

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (1)

Fitting a mixture distribution to a variable subject to heteroscedastic measurement errors

Cites Work

• A constrained maximum-likelihood approach to estimating switching regressions
• Maximum likelihood estimates of the parameters of a mixture of two regression lines

This page was built for publication: Maximum likelihood estimation of a mixture of normal regressions: starting values and singularities