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http://dx.doi.org/10.5351/CKSS.2009.16.4.573

Note on the Consistency of a Penalized Maximum Likelihood Estimate  

Ahn, Sung-Mahn (College of Business Administration, Kookmin University)
Publication Information
Communications for Statistical Applications and Methods / v.16, no.4, 2009 , pp. 573-578 More about this Journal
Abstract
We prove the consistency of a penalized maximum likelihood estimate proposed by Ahn (2001). The PMLE not only avoids the well-known problem that the ordinary likelihood of the normal mixture model is unbounded for any given sample size, but also removes redundant components.
Keywords
PMLE; consistency; normal mixture;
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