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Assessing the Number of Components in Mixture Models: a Review


Author Info

  • Ana Oliveira-Brochado

    (Faculdade de Economia, Universidade do Porto)

  • Francisco Vitorino Martins

    (Faculdade de Economia, Universidade do Porto)

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    Despite the widespread application of finite mixture models, the decision of how many classes are required to adequately represent the data is, according to many authors, an important, but unsolved issue. This work aims to review, describe and organize the available approaches designed to help the selection of the adequate number of mixture components (including Monte Carlo test procedures, information criteria and classification-based criteria); we also provide some published simulation results about their relative performance, with the purpose of identifying the scenarios where each criterion is more effective (adequate).

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    Bibliographic Info

    Paper provided by Universidade do Porto, Faculdade de Economia do Porto in its series FEP Working Papers with number 194.

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    Length: 31 pages
    Date of creation: Nov 2005
    Date of revision:
    Handle: RePEc:por:fepwps:194

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    Related research

    Keywords: Finite mixture; number of mixture components; information criteria; simulation studies.;

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    As found by, the blog aggregator for Economics research:
    1. ANVUR e CUN: l’amore ai tempi della mediana?
      by Giuseppe De Nicolao in ROARS - Return on Academic Research on 2012-06-28 08:48:46
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    Cited by:
    1. Ana Oliveira-Brochado & F. Vitorino Martins, 2006. "Examining the segment retention problem for the “Group Satellite” case," FEP Working Papers 220, Universidade do Porto, Faculdade de Economia do Porto.


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