A note on the article ‘Inference for multivariate normal mixtures’ by J. Chen and X. Tan

Grigory Alexandrovich

Journal of Multivariate Analysis, 2014, vol. 129, issue C, 245-248

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; Penalized maximum likelihood estimation; Law of iterated logarithm for VC classes; Strong consistency (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.jmva.2014.04.008

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