Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

Statistical estimation of a mixture of Gaussian distributions

Statistical estimation of a mixture of Gaussian distributions The paper is devoted to the problem of statistical estimation of a multivariate distribution density, which is a discrete mixture of Gaussian distributions. A heuristic approach is considered, based on the use of the EM algorithm and nonparametric density estimation with a sequential increase in the number of components of the mixture. Criteria for testing of model adequacy are discussed. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Applicandae Mathematicae Springer Journals

Statistical estimation of a mixture of Gaussian distributions

Acta Applicandae Mathematicae , Volume 38 (1) – Dec 30, 2004

Loading next page...
 
/lp/springer-journals/statistical-estimation-of-a-mixture-of-gaussian-distributions-K5UYwMQtFt

References (37)

Publisher
Springer Journals
Copyright
Copyright
Subject
Mathematics; Computational Mathematics and Numerical Analysis; Applications of Mathematics; Partial Differential Equations; Probability Theory and Stochastic Processes; Calculus of Variations and Optimal Control; Optimization
ISSN
0167-8019
eISSN
1572-9036
DOI
10.1007/BF00992613
Publisher site
See Article on Publisher Site

Abstract

The paper is devoted to the problem of statistical estimation of a multivariate distribution density, which is a discrete mixture of Gaussian distributions. A heuristic approach is considered, based on the use of the EM algorithm and nonparametric density estimation with a sequential increase in the number of components of the mixture. Criteria for testing of model adequacy are discussed.

Journal

Acta Applicandae MathematicaeSpringer Journals

Published: Dec 30, 2004

There are no references for this article.