Artículo
Consistency of Maximum Likelihood Estimators in Finite Mixture Models of the Union of the Union of W-Type Families
Autor/es | Atienza Martínez, María Nieves
García Heras, Joaquín Muñoz Pichardo, Juan Manuel |
Departamento | Universidad de Sevilla. Departamento de Matemática Aplicada I (ETSII) |
Fecha de publicación | 2005 |
Fecha de depósito | 2021-06-25 |
Publicado en |
|
Resumen | In finite mixture models, maximum likelihood estimators have good properties, such as efficiency, consistency, and asymptotic normality under some uniform integrability assumptions on the mixture and its derivatives up to ... In finite mixture models, maximum likelihood estimators have good properties, such as efficiency, consistency, and asymptotic normality under some uniform integrability assumptions on the mixture and its derivatives up to the third order. These conditions are frequently not easy to check because complex computations on bounding a lot of derivatives are involved. We give results implying these conditions for a new class of families of distributions, W-type families, which make it easier to check the conditions in many cases. Many useful and known families of distributions such as Weibull, Generalized Gamma, Log-gamma, inverse Log-gamma, inverse Gaussian, and all of the exponential families are W-type families. Hence, these results have broad applications. |
Agencias financiadoras | Dirección General de Enseñanza Superior (DGES). España |
Identificador del proyecto | BFM2001-3844 |
Cita | Atienza Martínez, M.N., García Heras, J. y Muñoz Pichardo, J.M. (2005). Consistency of Maximum Likelihood Estimators in Finite Mixture Models of the Union of the Union of W-Type Families. Communications in Statistics: Theory and Methods, 34 (7), 1471-1485. |
Ficheros | Tamaño | Formato | Ver | Descripción |
---|---|---|---|---|
Consistency.pdf.pdf | 165.5Kb | [PDF] | Ver/ | |