Communications for Statistical Applications and Methods

  • 제18권3호
  • /
  • Pages.357-365
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  • 2011
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Estimating Parameters in Muitivariate Normal Mixtures

  • 투고 : 20110100
  • 심사 : 20110300
  • 발행 : 2011.05.31
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초록

This paper investigates a penalized likelihood method for estimating the parameter of normal mixtures in multivariate settings with full covariance matrices. The proposed model estimates the number of components through the addition of a penalty term to the usual likelihood function and the construction of a penalized likelihood function. We prove the consistency of the estimator and present the simulation results on the multi-dimensional nor-mal mixtures up to the 8-dimension.

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참고문헌

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피인용 문헌

  1. Choosing the Tuning Constant by Laplace Approximation vol.19, pp.4, 2012, https://doi.org/10.5351/CKSS.2012.19.4.597
  2. A Self-Organizing Network for Normal Mixtures vol.18, pp.6, 2011, https://doi.org/10.5351/CKSS.2011.18.6.837