Maximum likelihood estimation of the multivariate normal mixture model

O. Boldea, J.R. Magnus

Research output: Contribution to journalArticleScientificpeer-review

43 Citations (Scopus)
216 Downloads (Pure)

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 languageEnglish
Pages (from-to)1539-1549
JournalJournal of the American Statistical Association
Volume104
Issue number488
Publication statusPublished - 2009

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