Title of article
A note on the article ‘Inference for multivariate normal mixtures’ by J. Chen and X. Tan
Author/Authors
Alexandrovich، نويسنده , , Grigory، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2014
Pages
4
From page
245
To page
248
Abstract
The current note discusses the consistency proof for the penalized maximum likelihood estimator of a Gaussian mixture from the paper ‘Inference for multivariate normal mixtures’ by J. Chen and X. Tan. A soft spot in that proof is identified and a rigorous alternative proof based on a uniform law of iterated logarithm is given.
Keywords
Gaussian mixtures , Law of iterated logarithm for VC classes , Strong consistency , Penalized maximum likelihood estimation
Journal title
Journal of Multivariate Analysis
Serial Year
2014
Journal title
Journal of Multivariate Analysis
Record number
1566758
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