Article ID Journal Published Year Pages File Type
1145641 Journal of Multivariate Analysis 2014 4 Pages PDF
Abstract

The current note discusses the consistency proof for the penalized maximum likelihood estimator of a Gaussian mixture from the paper ‘Inference for multivariate normal mixtures’ by J. Chen and X. Tan. A soft spot in that proof is identified and a rigorous alternative proof based on a uniform law of iterated logarithm is given.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
,