کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
417588 681539 2012 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Root selection in normal mixture models
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Root selection in normal mixture models
چکیده انگلیسی

Finite mixtures of normal distributions are attractive in identifying the underlying group structure in the data. However, it is a challenging task to do statistical inference in normal mixture models using the method of maximum likelihood, due to the unbounded likelihood and the existence of multiple roots to the likelihood equation including a so-called spurious root. In this article we propose a new likelihood-based method for selecting a statistically reasonable root when there exist multiple roots of the likelihood equation for a finite normal mixture model. We first prove that our proposed methodology can choose a root to the mixture likelihood equation with consistency. We then show, by simulation studies and real examples, that the proposed methods can greatly reduce the risk of choosing problematic roots that have the same features as spurious roots.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 56, Issue 8, August 2012, Pages 2454–2470
نویسندگان
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