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Semiparametric mixture: Continuous scale mixture approach

  • Published:2016-11 Issue: Volume:103 Page:413-425
  • ISSN:0167-9473
  • Container-title:Computational Statistics & Data Analysis
  • language:en
  • Short-container-title:Computational Statistics & Data Analysis

Author:

Xiang Sijia,Yao Weixin,Seo Byungtae

Funder

Zhejiang Provincial NSF of China

Zhejiang Provincial Education Department scientific research project

National Science Foundation

Ministry of Education

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference40 articles.

1. Scale mixtures of normal distributions;Andrews;J. R. Stat. Soc. Ser. B Stat. Methodol.,1974

2. Convergent design sequences for sufficiently regular optimality criteria;Atwood;Ann. Statist.,1976

3. Existence of a normal scale mixture with a given variance and a percentile;Basu;Statist. Probab. Lett.,1996

4. An EM-like algorithm for semi- and non-parametric estimation in multivariate mixtures;Benaglia;J. Comput. Graph. Statist.,2009

5. Convergence of Simar’s algorithm for finding the MLE of a compound Poisson process;Böhning;Ann. Statist.,1982

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