It is well known that the log-likelihood function for samples coming from normal mixture distributions may present spurious maxima and singularities. For this reason here we reformulate some Hathaway’s results and we propose two constrained estimation procedures for multivariate normal mixture modelling according to the likelihood approach. Their perfomances are illustrated on the grounds of some numerical simulations based on the EM algorithm.A comparison between multivariate normal mixtures and the hot-deck approach in missing data imputation is also considered.
|Titolo:||A Likelihood-Based Constrained Algorithm for Multivariate Normal Mixture Models|
|Data di pubblicazione:||2004|
|Appare nelle tipologie:||1.1 Articolo in rivista|