Consistency of the MLE under mixture models

Preprint, Other literature type English OPEN
Chen, Jiahua;
(2016)
  • Publisher: The Institute of Mathematical Statistics
  • Journal: issn: 0883-4237
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1214/16-STS578
  • Subject: Mathematics - Statistics Theory | penalized MLE | Nonparametric MLE | 62F12 | Pfanzagl approach | identfiability | Kiefer–Wolfowitz approach
    arxiv: Statistics::Computation | Statistics::Theory | Statistics::Methodology

The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many researchers ignore the precise condit... View more
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