Estimating the Number of Components in Finite Mixture Models via the Group-Sort-Fuse Procedure

24 May 2020Tudor ManoleAbbas Khalili

Estimation of the number of components (or order) of a finite mixture model is a long standing and challenging problem in statistics. We propose the Group-Sort-Fuse (GSF) procedure---a new penalized likelihood approach for simultaneous estimation of the order and mixing measure in multidimensional finite mixture models... (read more)

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