This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
|
459
|
Type:
|
Topic Contributed
|
Date/Time:
|
Wednesday, August 4, 2010 : 8:30 AM to 10:20 AM
|
Sponsor:
|
IMS
|
Abstract - #306709 |
Title:
|
Selection of Consistent Roots to the Likelihood Equation in Finite Mixtures of Location-Scale Distributions
|
Author(s):
|
Byungtae Seo and Daeyoung Kim*+
|
Companies:
|
Texas Tech University and University of Massachusetts, Amherst
|
Address:
|
Lederle Graduate Research Tower 1434, Box 34515, Amherst, MA, 01003-9305,
|
Keywords:
|
Consistency ;
Normal mixture ;
Spurious maximizer ;
Unbounded likelihood
|
Abstract:
|
Finite mixtures of location-scale distributions such as normal mixture distributions are attractive in capturing any nonnormal features in the data caused by underlying group structure. However, it is well known that the maximum likelihood estimation in the location-scale mixture distributions is problematic due to the unbounded likelihood and the existence of multiple roots to the likelihood equation including a so-called spurious root. In this article we propose a new method designed to avoid such singularities and spurious local maximizers in the mixture likelihood. We show that our proposed methodology can choose a root with a desirable asymptotic property among all found roots to the likelihood equation. We illustrate the implementation of the proposed methodology through several examples and simulation study.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2010 program
|
2010 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.