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Estimating Parameters in Muitivariate Normal Mixtures
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 Title & Authors
Estimating Parameters in Muitivariate Normal Mixtures
Ahn, Sung-Mahn; Baik, Sung-Wook;
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 Abstract
This paper investigates a penalized likelihood method for estimating the parameter of normal mixtures in multivariate settings with full covariance matrices. The proposed model estimates the number of components through the addition of a penalty term to the usual likelihood function and the construction of a penalized likelihood function. We prove the consistency of the estimator and present the simulation results on the multi-dimensional nor-mal mixtures up to the 8-dimension.
 Keywords
Multivariate normal mixtures;penalized likelihood;consistency of estimator;
 Language
English
 Cited by
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자기조직화 신경망을 이용한 정규혼합분포의 추정,안성만;김명균;

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