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

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.

MSC:

62F10 Point estimation
62F12 Asymptotic properties of parametric estimators
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