The results of Wald on the consistency of the maximum likelihood estimate are extended. Applications are made to mixture distributions and to clustering when the number of clusters is not known.
Publié le : 1981-01-14
Classification:
Clustering,
consistency,
maximum likelihood estimation,
mixture densities,
62F10
@article{1176345353,
author = {Redner, Richard},
title = {Note on the Consistency of the Maximum Likelihood Estimate for Nonidentifiable Distributions},
journal = {Ann. Statist.},
volume = {9},
number = {1},
year = {1981},
pages = { 225-228},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345353}
}
Redner, Richard. Note on the Consistency of the Maximum Likelihood Estimate for Nonidentifiable Distributions. Ann. Statist., Tome 9 (1981) no. 1, pp. 225-228. http://gdmltest.u-ga.fr/item/1176345353/