A new sufficient condition for identifiability of countably infinite mixtures

Lei Yang () and Xianyi Wu ()

Metrika: International Journal for Theoretical and Applied Statistics, 2014, vol. 77, issue 3, 377-387

Abstract: While identifiability of finite mixtures for a wide range of distributions has been studied by statisticians for decades, discussion on countably infinite mixtures is still limited. This article provides an sufficient condition by means of well-ordered sets and uniform convergence of series. It is then applied to revisit some examples for which the identifiability is well established and then explore the identifiability for several distribution families, including normal, gamma, Cauchy, noncentral $$\chi ^2$$ χ 2 , multivariate normal distributions. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Identifiability; Countably infinite mixtures; Well-ordered set; Uniform convergence (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00184-013-0444-x

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