Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions

DOI10.1080/15326349308807283zbMath0783.62021OpenAlexW2076065380MaRDI QIDQ4273018

Publication date: 5 April 1994

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00074969/file/RR-1591.pdf

zbMATH Keywords

asymptotic behavior Gaussian distribution asymptotic variance stationary distribution ergodic Markov chain stochastic EM algorithm SEM mixing proportion mixture context consistent maximum likelihood estimate two-component mixture of densities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential statistical methods (62L99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inference from stochastic processes (62M99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (30)

Estimating formation mechanisms and degree distributions in mixed attachment networks ⋮ A stochastic EM algorithm for mixtures with censored data ⋮ Statistical inference for partially observed Markov-modulated diffusion risk model ⋮ A stochastic version of the EM algorithm for mixture cure model with exponentiated Weibull family of lifetimes ⋮ EM algorithm for symmetric stable mixture model ⋮ Statistical inference based on left truncated and interval censored data from log-location-scale family of distributions ⋮ Estimation and prediction based on type-I hybrid censored data from the Poisson-Exponential distribution ⋮ Estimation procedures for Kumaraswamy distribution parameters under adaptive type-II hybrid progressive censoring ⋮ Classical and Bayesian inference for Burr type-III distribution based on progressive type-II hybrid censored data ⋮ On estimating the parameters of the Burr XII model under progressive type-I interval censoring ⋮ Estimation based on progressively type-I hybrid censored data from the Burr XII distribution ⋮ Estimations and optimal censoring schemes for the unified progressive hybrid gamma-mixed Rayleigh distribution ⋮ Statistical inference of exponentiated Pareto distribution under adaptive type-II progressive censored schemes ⋮ Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables ⋮ Stochastic versions of the em algorithm: an experimental study in the mixture case ⋮ Unnamed Item ⋮ On analysis of incomplete field failure data ⋮ An empirical Bayes procedure for the selection of Gaussian graphical models ⋮ Parameter estimation in a hierarchical random intercept model with censored response: an approach using a SEM algorithm and Gibbs sampling ⋮ Estimation of probability mixture. ⋮ Stochastic Algorithms for Markov Models Estimation with Intermittent Missing Data ⋮ Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm ⋮ A stochastic expectation-maximization algorithm for the analysis of system lifetime data with known signature ⋮ Three Stochastic Versions of the EM Algorithm for Estimating Longitudinal Rasch Model ⋮ Convergence of a stochastic approximation version of the EM algorithm ⋮ Estimation issues in the exponential-logarithmic model under hybrid censoring ⋮ Likelihood analysis and stochastic EM algorithm for left truncated right censored data and associated model selection from the Lehmann family of life distributions ⋮ On simulated EM algorithms ⋮ Stochastic EM algorithm for generalized exponential cure rate model and an empirical study ⋮ Statistical inference of generalized progressive hybrid censored step-stress accelerated dependent competing risks model for Marshall-Olkin bivariate Weibull distribution

This page was built for publication: Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions