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Choosing initial values for the EM algorithm for finite mixtures

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  • Karlis, Dimitris
  • Xekalaki, Evdokia

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Bibliographic Info

Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 41 (2003)
Issue (Month): 3-4 (January)
Pages: 577-590

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Handle: RePEc:eee:csdana:v:41:y:2003:i:3-4:p:577-590

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Web page: http://www.elsevier.com/locate/csda

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References

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  1. Wilfried Seidel & Karl Mosler & Manfred Alker, 2000. "A Cautionary Note on Likelihood Ratio Tests in Mixture Models," Annals of the Institute of Statistical Mathematics, Springer, vol. 52(3), pages 481-487, September.
  2. Furman, W. David & Lindsay, Bruce G., 1994. "Measuring the relative effectiveness of moment estimators as starting values in maximizing likelihoods," Computational Statistics & Data Analysis, Elsevier, vol. 17(5), pages 493-507, June.
  3. Furman, W. David & Lindsay, Bruce G., 1994. "Testing for the number of components in a mixture of normal distributions using moment estimators," Computational Statistics & Data Analysis, Elsevier, vol. 17(5), pages 473-492, June.
  4. Dankmar Böhning & Ekkehart Dietz & Rainer Schaub & Peter Schlattmann & Bruce Lindsay, 1994. "The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family," Annals of the Institute of Statistical Mathematics, Springer, vol. 46(2), pages 373-388, June.
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Cited by:
  1. Bartolucci, Francesco & Giorgio E., Montanari & Pandolfi, Silvia, 2012. "Item selection by an extended Latent Class model: An application to nursing homes evaluation," MPRA Paper 38757, University Library of Munich, Germany.
  2. Bohning, Dankmar & Seidel, Wilfried, 2003. "Editorial: recent developments in mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 41(3-4), pages 349-357, January.
  3. Kerekes, Monika, 2012. "Growth miracles and failures in a Markov switching classification model of growth," Journal of Development Economics, Elsevier, vol. 98(2), pages 167-177.
  4. Sharon Lee & Geoffrey McLachlan, 2013. "Model-based clustering and classification with non-normal mixture distributions," Statistical Methods and Applications, Springer, vol. 22(4), pages 427-454, November.
  5. Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan, 2009. "A Simple Nonparametric Estimator for the Distribution of Random Coefficients," NBER Working Papers 15210, National Bureau of Economic Research, Inc.
  6. Kerekes, Monika, 2009. "Growth miracles and failures in a Markov switching classification model of growth," Discussion Papers 2009/11, Free University Berlin, School of Business & Economics.
  7. Pietro Coretto & Christian Hennig, 2010. "A simulation study to compare robust clustering methods based on mixtures," Advances in Data Analysis and Classification, Springer, vol. 4(2), pages 111-135, September.
  8. Bettina Grün & Friedrich Leisch, . "FlexMix Version 2: Finite Mixtures with Concomitant Variables and Varying and Constant Parameters," Journal of Statistical Software, American Statistical Association, vol. 28(i04).
  9. Neal, Mark, 2007. "Estimating complex production functions: The importance of starting values," Risk and Sustainable Management Group Working Papers 151178, University of Queensland, School of Economics.
  10. Tao, Jian & Shi, Ning-Zhong & Lee, S.-Y.Sik-Yum, 2004. "Drug risk assessment with determining the number of sub-populations under finite mixture normal models," Computational Statistics & Data Analysis, Elsevier, vol. 46(4), pages 661-676, July.
  11. Garel, Bernard, 2007. "Recent asymptotic results in testing for mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5295-5304, July.
  12. Melnykov, Volodymyr & Melnykov, Igor, 2012. "Initializing the EM algorithm in Gaussian mixture models with an unknown number of components," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1381-1395.
  13. Jeremy T. Fox & Kyoo il Kim, 2011. "A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models," NBER Working Papers 17283, National Bureau of Economic Research, Inc.
  14. Maria Iannario, 2012. "Preliminary estimators for a mixture model of ordinal data," Advances in Data Analysis and Classification, Springer, vol. 6(3), pages 163-184, October.
  15. Wilfried Seidel & Hana Ševčíková, 2004. "Types of likelihood maxima in mixture models and their implication on the performance of tests," Annals of the Institute of Statistical Mathematics, Springer, vol. 56(4), pages 631-654, December.

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