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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2012, Volume 22, Issue 2, Pages 227–243 (Mi ssi288)  
On the consistency of the grid method estimators for parameters of the scale mixtures of normal distributions

A. L. Nazarov

M. V. Lomonosov Moscow State University
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Abstract: It is shown that in some cases, the grid maximum likelihood method estimators in the Gaussian mixture decomposition problems are consistent. Sufficient consistency conditions describing the algorithm of the concordant change of the structure of parametric set (grid mesh) and the sample size are presented.
Keywords: mixture of normal distributions; grid method for separation of mixtures; consistency; Kullback–Leibler distance; Skorokhod space.
Document Type: Article
Language: Russian
Citation: A. L. Nazarov, “On the consistency of the grid method estimators for parameters of the scale mixtures of normal distributions”, Sistemy i Sredstva Inform., 22:2 (2012), 227–243
Citation in format AMSBIB
\Bibitem{Naz12}
\by A.~L.~Nazarov
\paper On the consistency of the grid method estimators for~parameters of~the~scale mixtures of normal distributions
\jour Sistemy i Sredstva Inform.
\yr 2012
\vol 22
\issue 2
\pages 227--243
\mathnet{http://mi.mathnet.ru/ssi288}
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  • https://www.mathnet.ru/eng/ssi/v22/i2/p227
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