The method of maximum likelihood leads to an ill-posed optimization problem in the case of a mixture of normal distributions. Estimation in the univariate case is reformulated using simple constraints into an optimization problem having a strongly consistent, global solution.
Publié le : 1985-06-14
Classification:
Consistency,
maximum-likelihood estimation,
normal mixture densities,
62F10,
62F12
@article{1176349557,
author = {Hathaway, Richard J.},
title = {A Constrained Formulation of Maximum-Likelihood Estimation for Normal Mixture Distributions},
journal = {Ann. Statist.},
volume = {13},
number = {1},
year = {1985},
pages = { 795-800},
language = {en},
url = {http://dml.mathdoc.fr/item/1176349557}
}
Hathaway, Richard J. A Constrained Formulation of Maximum-Likelihood Estimation for Normal Mixture Distributions. Ann. Statist., Tome 13 (1985) no. 1, pp. 795-800. http://gdmltest.u-ga.fr/item/1176349557/