Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
11020288 | Journal of Statistical Planning and Inference | 2019 | 16 Pages |
Abstract
We provide a general and rigorous proof for the strong consistency of maximum likelihood estimators of the cumulative distribution function of the mixing distribution and structural parameter under finite mixtures of location-scale distributions with a structural parameter. The consistency results do not require the parameter space of location and scale to be compact. We illustrate the results by applying them to finite mixtures of location-scale distributions with the component density function being one of the commonly used density functions: normal, logistic, extreme-value, or t. An extension of the strong consistency results to finite mixtures of multivariate elliptical distributions is also discussed.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Guanfu Liu, Pengfei Li, Yukun Liu, Xiaolong Pu,