منابع مشابه
Inference for Normal Mixtures in Mean and Variance
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‎Abstract: In this paper, a new mixture modelling using the normal mean-variance mixture of Lindley (NMVL) distribution has been considered. The proposed model is heavy-tailed and multimodal and can be used in dealing with asymmetric data in various theoretic and applied problems. We present a feasible computationally analytical EM algorithm for computing the maximum likelihood estimates. T...
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The finite mixture of normal distributions in both mean and variance parameters have wide applications. It is well known that the likelihood function of this model is unbounded for any given sample size. Hence, the ordinary maximum likelihood estimator is not consistent. At the same time, a local maximum of the likelihood function can often be found to have good statistical properties. In this ...
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ژورنال
عنوان ژورنال: Risks
سال: 2020
ISSN: 2227-9091
DOI: 10.3390/risks8040103