A dynamic EM algorithm for estimating mixture proportions

Statistics and Computing

Volumn 9, Issue 4, 1999, Pages 299-302

  Jorgensen, Murray ^a  

^a UNIVERSITY OF WAIKATO   (New Zealand)

Author keywords

Convergence; Finite mixture model; Maximum likelihood; Sequential estimation

Indexed keywords

EID: 0042046235     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008916123610     Document Type: Article

References (4)

1. Dempster, A. P., Laird, N. M. and Rubin, D. B. (1977) Maximum likelihood from incomplete data via the EM algorithm (with discussion). J. R. Statist. Soc. B, 39, 1-38.
2. Kingman, J. F. C. and Taylor, S. J. (1966) Introduction to Measure and Probability. London: Cambridge.
3. McLachlan, G. J. and Krishnan, T. (1997) The EM Algorithm and Extensions. Wiley: New York.
4. Titterington, D. M. (1984) Recursive parameter estimation using incomplete data. J. R. Statist. Soc. B, 46, 257-67.