Asymptotic properties of the estimator for a finite mixture of exponential dispersion models

DOI10.2298/FIL1819575ZzbMath1499.62098OpenAlexW2588878609WikidataQ115495106 ScholiaQ115495106MaRDI QIDQ5086865

Afif Masmoudi, Mourad Zribi, Mouna Zitouni

Publication date: 7 July 2022

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1819575z

zbMATH Keywords

EM algorithmasymptotic propertiesmaximum likelihoodmethod of momentsfinite mixtureexponential dispersion distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10) Generalized linear models (logistic models) (62J12)

Related Items (4)

On the consistency of Bayes estimates for the infinite continuous mixture of Dirichlet distributions ⋮ Estimation parameters for the continuous \(q\)-distributions ⋮ An EM algorithm for singular Gaussian mixture models ⋮ Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator

Cites Work

• Maximum likelihood estimators in finite mixture models with censored data
• Asymptotic properties of the EM algorithm estimate for normal mixture models with component specific variances
• Characterization of multinomial exponential families by generalized variance
• On the convergence properties of the EM algorithm
• Convergence of the EM algorithm for continuous mixing distributions
• Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small
• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Statistical analysis of finite mixture distributions
• Finite mixture models
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