메뉴 건너뛰기




Volumn 51, Issue 12, 2007, Pages 5635-5643

A quick procedure for model selection in the case of mixture of normal densities

Author keywords

Maximum likelihood; Minimum integrated square error; Monte Carlo significance test; Multivariate Gaussian mixtures; Simulation studies

Indexed keywords

COMPUTER SIMULATION; ERROR ANALYSIS; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; NUMERICAL METHODS; ROBUSTNESS (CONTROL SYSTEMS);

EID: 34547176881     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.05.023     Document Type: Article
Times cited : (5)

References (29)
  • 1
    • 0000501656 scopus 로고
    • Information theory and extension of the maximum likelihood principle
    • Petro B., and Csaki F. (Eds), Akadémiai Kiadó, Budapest
    • Akaike H. Information theory and extension of the maximum likelihood principle. In: Petro B., and Csaki F. (Eds). Second International Symposium on Information Theory (1973), Akadémiai Kiadó, Budapest 267-281
    • (1973) Second International Symposium on Information Theory , pp. 267-281
    • Akaike, H.1
  • 2
    • 0001582848 scopus 로고
    • Contribution to the discussion of paper by M.S. Bartlett
    • Barnard G.A. Contribution to the discussion of paper by M.S. Bartlett. J. Roy. Statist. Soc. B 25 (1963) 294
    • (1963) J. Roy. Statist. Soc. B , vol.25 , pp. 294
    • Barnard, G.A.1
  • 3
    • 0001640740 scopus 로고    scopus 로고
    • Robust and efficient estimation by minimizing a density power divergence
    • Basu A., Harris I.R., Hjort N., and Jones M. Robust and efficient estimation by minimizing a density power divergence. Biometrika 85 (1998) 549-559
    • (1998) Biometrika , vol.85 , pp. 549-559
    • Basu, A.1    Harris, I.R.2    Hjort, N.3    Jones, M.4
  • 5
    • 34248221457 scopus 로고    scopus 로고
    • Böhning, D., Seidel, W., Alfó, M., Garel, B., Patilea, V., Walther, G., 2007. Advances in mixture models. J. Comput. Stat. Data Anal. 51, 5205-5210.
  • 6
    • 84946642214 scopus 로고
    • Estimation in mixtures of two normal distributions
    • Cohen C.A. Estimation in mixtures of two normal distributions. Technometrics 9 (1967) 15-28
    • (1967) Technometrics , vol.9 , pp. 15-28
    • Cohen, C.A.1
  • 8
    • 34547206864 scopus 로고    scopus 로고
    • 2 estimate criterion in the case of bivariate normal mixtures: a simulation study. In: Hubert, M., Pison, G., Aelst, A.S., S.V. (Eds.), Theory and Applications of Recent Robust Methods. Birkhäuser, Basel, pp. 93-104.
  • 9
    • 0011567449 scopus 로고
    • A Monte Carlo investigation of the likelihood ratio test for the number of components in a mixture of normal distributions
    • Everitt B.S. A Monte Carlo investigation of the likelihood ratio test for the number of components in a mixture of normal distributions. Multivariate Behavioral Res. 16 (1981) 171-180
    • (1981) Multivariate Behavioral Res. , vol.16 , pp. 171-180
    • Everitt, B.S.1
  • 11
    • 0000764772 scopus 로고
    • The use of multiple measurements in taxonomic problems
    • Fisher R.A. The use of multiple measurements in taxonomic problems. Ann. Eugenics 7 (1936) 179-188
    • (1936) Ann. Eugenics , vol.7 , pp. 179-188
    • Fisher, R.A.1
  • 12
    • 0035998835 scopus 로고    scopus 로고
    • Model-based clustering, discriminant analysis and density estimation
    • Fraley C., and Raftery A.E. Model-based clustering, discriminant analysis and density estimation. J. Amer. Statist. Assoc. 97 (2002) 611-631
    • (2002) J. Amer. Statist. Assoc. , vol.97 , pp. 611-631
    • Fraley, C.1    Raftery, A.E.2
  • 13
    • 34247897125 scopus 로고    scopus 로고
    • Garel, B., 2007. Recent asymptotic results in testing for mixtures. J. Comput. Statist. Data Anal. 51, 5295-5304.
  • 14
    • 0002002528 scopus 로고
    • A simplified Monte Carlo significance test procedure
    • Hope A.C. A simplified Monte Carlo significance test procedure. J. Roy. Statist. Soc. B 30 (1968) 582-598
    • (1968) J. Roy. Statist. Soc. B , vol.30 , pp. 582-598
    • Hope, A.C.1
  • 15
    • 0002954754 scopus 로고    scopus 로고
    • Consistent estimation of the order of mixture models
    • Keribin C. Consistent estimation of the order of mixture models. Sankhya 62 (2000) 49-66
    • (2000) Sankhya , vol.62 , pp. 49-66
    • Keribin, C.1
  • 16
    • 21144484047 scopus 로고
    • Multivariate normal mixtures: a fast consistent method of moments
    • Lindsay B.G., and Basak P. Multivariate normal mixtures: a fast consistent method of moments. J. Amer. Statist. Assoc. 88 (1993) 468-476
    • (1993) J. Amer. Statist. Assoc. , vol.88 , pp. 468-476
    • Lindsay, B.G.1    Basak, P.2
  • 18
    • 0033919664 scopus 로고    scopus 로고
    • Mixtures models, robustness, and the weighted likelihood methodology
    • Markatou M. Mixtures models, robustness, and the weighted likelihood methodology. Biometrics 56 (2000) 483-486
    • (2000) Biometrics , vol.56 , pp. 483-486
    • Markatou, M.1
  • 21
    • 0002100868 scopus 로고
    • Contribution to the theory of mathematical evolution
    • Pearson K. Contribution to the theory of mathematical evolution. Philos. Trans. Roy. Soc. London, A 185 (1894) 71-110
    • (1894) Philos. Trans. Roy. Soc. London, A , vol.185 , pp. 71-110
    • Pearson, K.1
  • 22
    • 0037469111 scopus 로고    scopus 로고
    • Estimating the number of components in a finite mixture model: the special case of homogeneity
    • Schlattmann P. Estimating the number of components in a finite mixture model: the special case of homogeneity. J. Comput. Statist. Data Anal. 41 (2003) 441-451
    • (2003) J. Comput. Statist. Data Anal. , vol.41 , pp. 441-451
    • Schlattmann, P.1
  • 23
    • 0035419755 scopus 로고    scopus 로고
    • Parametric statistical modeling by minimum integrated square error
    • Scott D.W. Parametric statistical modeling by minimum integrated square error. Technometrics 43 (2001) 274-285
    • (2001) Technometrics , vol.43 , pp. 274-285
    • Scott, D.W.1
  • 24
    • 78651584759 scopus 로고    scopus 로고
    • Outlier detection and clustering by partial mixture modeling
    • Physica-Verlag
    • Scott D.W. Outlier detection and clustering by partial mixture modeling. COMPSTAT 2004 Symposium (2005), Physica-Verlag 453-465
    • (2005) COMPSTAT 2004 Symposium , pp. 453-465
    • Scott, D.W.1
  • 25
  • 26
    • 0001942153 scopus 로고    scopus 로고
    • Model selection for probabilistic clustering using cross-validated likelihood
    • Smyth P. Model selection for probabilistic clustering using cross-validated likelihood. J. Statist. Comput. 10 (2000) 63-72
    • (2000) J. Statist. Comput. , vol.10 , pp. 63-72
    • Smyth, P.1
  • 27
    • 34547153450 scopus 로고    scopus 로고
    • Terrell, G.R., 1990. Linear density estimates. In: Proceedings of the Statistical Computing Section, Amer. Statist. Assoc., pp. 297-302.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.