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.

A Likelihood-Based Constrained Algorithm for Multivariate Normal Mixture Models

INGRASSIA, Salvatore
2004-01-01

Abstract

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.
2004
Mixture models; likelihood; EM algorithm
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11769/25189
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