Estimation of gaussian mixtures with rotationally invariant covariance matrices

DOI10.1080/03610929708832086zbMath0955.62585OpenAlexW2043687758MaRDI QIDQ4270002

T. E. Luginbuhl, Roy L. Streit

Publication date: 10 November 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708832086

zbMATH Keywords

parameter estimationsingular value decompositionmaximum likelihoodEM methodorthogonal invariancestrophoscedastic mixtures

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Cites Work

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• On the convergence properties of the EM algorithm
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• The comparison of sample covariance matrices using likelihood ratio tests

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