Suppose one observes independent samples of size $n$ from both the mixture density $\int p(x \mid z) d\eta(z)$ and from the distribution $\eta$. The kernel $p(x \mid z)$ is known. We show asymptotic normality and efficiency of the maximum likelihood estimator for $\eta$.
Publié le : 1994-12-14
Classification:
Mixture model,
maximum likelihood,
efficiency,
deconvolution,
censoring,
62G20,
62F12
@article{1176325763,
author = {van der Vaart, Aad},
title = {Maximum Likelihood Estimation with Partially Censored Data},
journal = {Ann. Statist.},
volume = {22},
number = {1},
year = {1994},
pages = { 1896-1916},
language = {en},
url = {http://dml.mathdoc.fr/item/1176325763}
}
van der Vaart, Aad. Maximum Likelihood Estimation with Partially Censored Data. Ann. Statist., Tome 22 (1994) no. 1, pp. 1896-1916. http://gdmltest.u-ga.fr/item/1176325763/