On the consistency of MLE in finite mixture models of exponential families

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Consistency of the MLE under mixture models

The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many researchers ignore the precise conditions required on the mixture model. An incorrect claim of consistency can lead to false conclusions even if the mixture model u...

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ژورنال

عنوان ژورنال: Journal of Statistical Planning and Inference

سال: 2007

ISSN: 0378-3758

DOI: 10.1016/j.jspi.2005.12.014