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Constrained monotone EM algorithms for finite mixture of multivariate Gaussians

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  • Ingrassia, Salvatore
  • Rocci, Roberto

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  • Ingrassia, Salvatore & Rocci, Roberto, 2007. "Constrained monotone EM algorithms for finite mixture of multivariate Gaussians," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5339-5351, July.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:11:p:5339-5351
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    References listed on IDEAS

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    1. Biernacki, Christophe & Chrétien, Stéphane, 2003. "Degeneracy in the maximum likelihood estimation of univariate Gaussian mixtures with EM," Statistics & Probability Letters, Elsevier, vol. 61(4), pages 373-382, February.
    2. Salvatore Ingrassia, 2004. "A likelihood-based constrained algorithm for multivariate normal mixture models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 13(2), pages 151-166, September.
    3. Gabriela Ciuperca & Andrea Ridolfi & Jérôme Idier, 2003. "Penalized Maximum Likelihood Estimator for Normal Mixtures," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(1), pages 45-59, March.
    4. Fraley C. & Raftery A.E., 2002. "Model-Based Clustering, Discriminant Analysis, and Density Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 611-631, June.
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