Integrated squared error estimation of normal mixtures

DOI10.1016/S0167-9473(02)00251-7zbMath1429.62079OpenAlexW2056091964MaRDI QIDQ956784

Panagiotis Besbeas, Byron J. T. Morgan

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00251-7

zbMATH Keywords

simulated annealingcharacteristic functionkernel density estimationnormal mixturesParseval's theoremintegrated squared errorsmoothed cross-validation selector

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (11)

The probability weighted characteristic function and goodness-of-fit testing ⋮ Density-Difference Estimation ⋮ Applications of optimization heuristics to estimation and modelling problems ⋮ Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity ⋮ Goodness-of-fit tests based on empirical characteristic functions ⋮ Specification tests in mixed effects models ⋮ An Efficient Estimation for Switching Regression Models: A Monte Carlo Study ⋮ Autoregressive models with mixture of scale mixtures of Gaussian innovations ⋮ Nonparametric and robust methods. (Editorial) ⋮ Editorial: Advances in mixture models ⋮ Fourier methods for testing multivariate independence

Uses Software

• KernSmooth

Cites Work

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• Integrated squared error estimation of Cauchy parameters
• A Comparison of Minimum Distance and Maximum Likelihood Estimation of a Mixture Proportion
• Estimation of mixing proportions via distance between characteristic functions
• Multivariate binary discrimination by the kernel method
• The integrated squared error estimation of parameters
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Influence for empirical transforms

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