On the determination of the number of components in a mixture

Athanase Polymenis () and D. M. Titterington

Statistics & Probability Letters, 1998, vol. 38, issue 4, 295-298

Abstract: A modification is proposed to a method of Windham and Cutler (1992) for determining the number of components in a mixture. An information-based eigenvalue is computed that, in theory, becomes zero as soon as too many mixture components are included in the model. In a simulation exercise, the method appears to out-perform the basic method of Windham and Cutler (1992), and to be equivalent to the bootstrap likelihood ratio method for large sample sizes.

Keywords: Information; matrices; Mixture; distributions; Parametric; bootstrap (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (3)

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