Density estimation of a mixture distribution with unknown point-mass and normal error
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Statistical Planning and Inference"
DOI: 10.1016/j.jspi.2021.04.002
Abstract: Abstract We consider the model Y = X + ξ where Y is observable, ξ is a noise random variable with density f ξ , X has an unknown mixed density such that P (… read more here.
Keywords: density estimation; distribution unknown; density; estimation mixture ... See more keywords
A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Computational and Graphical Statistics"
DOI: 10.1080/10618600.2019.1689985
Abstract: Abstract Maximum likelihood estimation of mixture proportions has a long history, and continues to play an important role in modern statistics, including in development of nonparametric empirical Bayes methods. Maximum likelihood of mixture proportions has… read more here.
Keywords: likelihood estimation; maximum likelihood; estimation mixture; sequential quadratic ... See more keywords