A CONSTRAINED FORMULATION OF MAXIMUM-LIKELIHOOD ESTIMATION FOR NORMAL MIXTURE DISTRIBUTIONS

被引:249
作者
HATHAWAY, RJ
机构
关键词
D O I
10.1214/aos/1176349557
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:795 / 800
页数:6
相关论文
共 12 条
[1]  
DAY NE, 1969, BIOMETRIKA, V56, P463, DOI 10.1093/biomet/56.3.463
[2]  
Dennis JE, 1981, P NATO ADV RES S CAM
[4]  
Hathaway R.J., 1983, THESIS RICE U
[5]  
KIEFER J, 1956, ANN MATH STAT, V27, P888
[6]   DISCRETE PARAMETER VARIATION - EFFICIENT ESTIMATION OF A SWITCHING REGRESSION-MODEL [J].
KIEFER, NM .
ECONOMETRICA, 1978, 46 (02) :427-434
[7]  
PERLMAN MD, 1972, 6TH P BERK S MATH ST, V1, P263
[8]  
POLICELLO G, 1981, STAT DISTRIBUTIONS S, V5, P111
[9]   ESTIMATING MIXTURES OF NORMAL-DISTRIBUTIONS AND SWITCHING REGRESSIONS [J].
QUANDT, RE ;
RAMSEY, JB .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1978, 73 (364) :730-738