Document Zbl 0576.62039

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Hathaway, Richard J.

A constrained formulation of maximum-likelihood estimation for normal mixture distributions. (English) Zbl 0576.62039

Ann. Stat. 13, 795-800 (1985).

Summary: The method of maximum likelihood leads to an ill-posed optimization problem in the case of a mixture of normal distributions. Estimation in the univariate case is reformulated using simple constraints into an optimization problem having a strongly consistent, global solution.

Cited in 137 Documents

MSC:

62F10	Point estimation
62F12	Asymptotic properties of parametric estimators

Keywords:

maximum likelihood; ill-posed optimization problem; mixture of normal distributions; constraints

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