Existence and consistency of maximum likelihood in upgraded mixture models

A. W. van der Vaart and Jon A. Wellner

Journal of Multivariate Analysis, 1992, vol. 43, issue 1, 133-146

Abstract: Suppose one observes a sample of size m from the mixture density [integral operator] p(xz) d[eta](z) and a sample of size n from the distribution [eta]. The kernel p(xz) is known. We show existence of the maximum likelihood estimator for [eta], characterize its support, and prove consistency as m, n --> [infinity].

Keywords: mixture; model; maximum; likelihood; consistency (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (4)

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