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Volumn 12, Issue 6, 2006, Pages 1003-1017

Strong consistency of the maximum likelihood estimator for finite mixtures of location–scale distributions when the scale parameters are exponentially small

Author keywords

Consistency; Maximum likelihood estimator; Mixture distribution

Indexed keywords


EID: 60249101399     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1165269148     Document Type: Article
Times cited : (20)

References (12)
  • 3
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    • Nonparametric maximum likelihood estimation by the method of sieves
    • Geman, S. and Hwang, C.-R. (1982) Nonparametric maximum likelihood estimation by the method of sieves. Ann. Statist., 10, 401-414.
    • (1982) Ann. Statist. , vol.10 , pp. 401-414
    • Geman, S.1    Hwang, C.-R.2
  • 4
    • 0034237946 scopus 로고    scopus 로고
    • Rates of convergence for the Gaussian mixture sieve
    • Genovese, C.R. and Wasserman, L. (2000) Rates of convergence for the Gaussian mixture sieve. Ann. Statist, 28, 1105-1127.
    • (2000) Ann. Statist , vol.28 , pp. 1105-1127
    • Genovese, C.R.1    Wasserman, L.2
  • 5
    • 0035470893 scopus 로고    scopus 로고
    • Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities
    • Ghosal S. and van der Vaart, A.W. (2001) Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities. Ann. Statist., 29, 1233-1263.
    • (2001) Ann. Statist. , vol.29 , pp. 1233-1263
    • Ghosal, S.1    Van Der Vaart, A.W.2
  • 7
    • 0001354471 scopus 로고
    • A constrained formulation of maximum-likelihood estimation for normal mixture distributions
    • Hathaway, R.J. (1985) A constrained formulation of maximum-likelihood estimation for normal mixture distributions. Ann. Statist., 13, 795-800.
    • (1985) Ann. Statist. , vol.13 , pp. 795-800
    • Hathaway, R.J.1
  • 9
    • 0000922853 scopus 로고
    • Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
    • Redner, R. (1981) Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions. Ann. Statist., 9, 225-228.
    • (1981) Ann. Statist. , vol.9 , pp. 225-228
    • Redner, R.1
  • 10
    • 23744510673 scopus 로고    scopus 로고
    • Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small
    • Tanaka, K. and Takemura, A. (2005) Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small. Ann. Inst. Statist. Math., 57, 1-19.
    • (2005) Ann. Inst. Statist. Math. , vol.57 , pp. 1-19
    • Tanaka, K.1    Takemura, A.2
  • 12
    • 0000167944 scopus 로고
    • Note on the consistency of the maximum likelihood estimate
    • Wald, A. (1949) Note on the consistency of the maximum likelihood estimate. Ann. Math. Statist, 20, 595-601.
    • (1949) Ann. Math. Statist , vol.20 , pp. 595-601
    • Wald, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.