Article ID Journal Published Year Pages File Type
1149433 Journal of Statistical Planning and Inference 2010 17 Pages PDF
Abstract

Weak consistency and asymptotic normality is shown for a stochastic EM algorithm for censored data from a mixture of distributions under lognormal assumptions. The asymptotic properties hold for all parameters of the distributions, including the mixing parameter. In order to make parameter estimation meaningful it is necessary to know that the censored mixture distribution is identifiable. General conditions under which this is the case are given. The stochastic EM algorithm addressed in this paper is used for estimation of wood fibre length distributions based on optically measured data from cylindric wood samples (increment cores).

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
, ,