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Maximum Likelihood Estimation of a Mixing Distribution

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  • R. DerSimonian

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  • R. DerSimonian, 1986. "Maximum Likelihood Estimation of a Mixing Distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 35(3), pages 302-309, November.
    • Handle: RePEc:bla:jorssc:v:35:y:1986:i:3:p:302-309
    DOI: 10.2307/2348030
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    Cited by:

    1. Wang, Ji-Ping, 2007. "A linearization procedure and a VDM/ECM algorithm for penalized and constrained nonparametric maximum likelihood estimation for mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2946-2957, March.
    2. Tom Leonard & John Hsu & Kam-Wah Tsui & James Murray, 1994. "Bayesian and likelihood inference from equally weighted mixtures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(2), pages 203-220, June.
    3. Tzougas, George & Karlis, Dimitris & Frangos, Nicholas, 2017. "Confidence intervals of the premiums of optimal Bonus Malus Systems," LSE Research Online Documents on Economics 70926, London School of Economics and Political Science, LSE Library.
    4. Dirk F. Moore & Choon Keun Park & Woollcott Smith, 2001. "Exploring Extra-Binomial Variation in Teratology Data Using Continuous Mixtures," Biometrics, The International Biometric Society, vol. 57(2), pages 490-494, June.
    5. Staudenmayer, John & Ruppert, David & Buonaccorsi, John P., 2008. "Density Estimation in the Presence of Heteroscedastic Measurement Error," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 726-736, June.
    6. Jones, M.C. & Henderson, D.A., 2009. "Maximum likelihood kernel density estimation: On the potential of convolution sieves," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3726-3733, August.

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