Multivariate Normal Mixtures: A Fast Consistent Method of Moments
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Publication:5288904
DOI10.2307/2290326zbMath0773.62037OpenAlexW4235960978MaRDI QIDQ5288904
Bruce G. Lindsay, Prasanta Basak
Publication date: 28 October 1993
Full work available at URL: https://doi.org/10.2307/2290326
simulationuniquenessEM algorithminitial valuesconsistent estimatesmaximum likelihoodequivarianceidentifiabilitymoment methodshigh dimensionssample momentsmultivariate momentsunbiased estimatessystem of moment equationsFisher's iris datamixtures of multivariate normalsnonnormal data structurestrue mixing distribution
Estimation in multivariate analysis (62H12) Foundations and philosophical topics in statistics (62A01)
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