Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM

Author:

Biernacki Christophe,Chrétien Stéphane

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference11 articles.

1. On the statistical analysis of dirty pictures (with discussion);Besag;J. Roy. Statist. Soc. B,1986

2. Biernacki, C., Chrétien, S., 2001. Degeneracy in the likelihood approach to univariate Gaussian mixtures estimation with EM. 10th International Symposium on Applied Stochastic Models and Data Analysis, June 12–15, Compiègne, France, pp. 206–212.

3. Ciuperca, G., Ridolfi, A., Idier, J., 2000. Penalized maximum likelihood estimator for normal mixtures, Research Report 2000-70, Mathematics Department, Université Paris Sud-Orsay.

4. Estimating the components of a mixture of normal distributions;Day;Biometrika,1969

5. Maximum likelihood from incomplete data via the EM algorithm (with discussion);Dempster;J. Roy. Statist. Soc. B,1977

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