Abstract
This paper is concerned with a class of exponential dispersion distributions.
We particularly focused on the mixture models, which represent an extension
of the Gaussian distribution. It should be noted that the parameters
estimation of mixture distributions is an important task in statistical
processing. In order to estimate the parameters vector, we proposed a
formulation of the Expectation-Maximization algorithm (EM) under exponential
dispersion mixture distributions. Also, we developed a hybrid algorithm
called Expectation-Maximization and Method of moments algorithm (EMM). Under
mild regularity, several convergence results of the EMM algorithm were
obtained. Through simulation studies, the robustness of the EMM was proved
and the strong consistency of the EMM sequence appeared when the data set
size and the number of iterations tend to infinity.
Publisher
National Library of Serbia
Cited by
9 articles.
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