On the convergence of Newton's method when estimating higher dimensional parameters
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- B. Clarke & C. Heathcote, 1994. "Robust estimation ofk-component univariate normal mixtures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(1), pages 83-93, March.
- Karunamuni, R. J. & Mehra, K. L., 1990. "Improvements on strong uniform consistency of some known kernel estimates of a density and its derivatives," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 133-140, February.
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- Brenton R. Clarke & Thomas Davidson & Robert Hammarstrand, 2017. "A comparison of the $$L_2$$ L 2 minimum distance estimator and the EM-algorithm when fitting $${\varvec{{k}}}$$ k -component univariate normal mixtures," Statistical Papers, Springer, vol. 58(4), pages 1247-1266, December.
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Keywords
Newton's algorithm M-estimates Kernel density estimates Minimum distance estimates;Statistics
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