Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1145641 | Journal of Multivariate Analysis | 2014 | 4 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Grigory Alexandrovich,