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Robust estimation ofk-component univariate normal mixtures

Author

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  • B. Clarke
  • C. Heathcote

Abstract

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Suggested Citation

  • 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.
    • Handle: RePEc:spr:aistmt:v:46:y:1994:i:1:p:83-93
    DOI: 10.1007/BF00773595
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    References listed on IDEAS

    as
    1. Clarke, Brenton R., 1989. "An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions," Statistics & Probability Letters, Elsevier, vol. 7(4), pages 275-281, February.
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    Cited by:

    1. Clarke, Brenton R. & Futschik, Andreas, 2007. "On the convergence of Newton's method when estimating higher dimensional parameters," Journal of Multivariate Analysis, Elsevier, vol. 98(5), pages 916-931, May.
    2. Karlis, Dimitris & Xekalaki, Evdokia, 1998. "Minimum Hellinger distance estimation for Poisson mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 29(1), pages 81-103, November.
    3. 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.
    4. Brenton Clarke & Peter McKinnon & Geoff Riley, 2012. "A fast robust method for fitting gamma distributions," Statistical Papers, Springer, vol. 53(4), pages 1001-1014, November.
    5. Kim, Byungsoo & Lee, Sangyeol, 2013. "Robust estimation for the covariance matrix of multivariate time series based on normal mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 125-140.
    6. Taewook Lee & Sangyeol Lee, 2009. "Consistency of minimizing a penalized density power divergence estimator for mixing distribution," Statistical Papers, Springer, vol. 50(1), pages 67-80, January.

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    1. Brenton Clarke & Peter McKinnon & Geoff Riley, 2012. "A fast robust method for fitting gamma distributions," Statistical Papers, Springer, vol. 53(4), pages 1001-1014, November.
    2. 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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