Abstract
The Hessian of the multivariate normal mixture model is derived, and estimators of the information matrix are obtained, thus enabling consistent estimation of all parameters and their precisions. The usefulness of the new theory is illustrated with two examples and some simulation experiments. The newly proposed estimators appear to be superior to the existing ones.
| Original language | English |
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| Pages (from-to) | 1539-1549 |
| Journal | Journal of the American Statistical Association |
| Volume | 104 |
| Issue number | 488 |
| Publication status | Published - 2009 |