Singularity structures and impacts on parameter estimation in finite mixtures of distributions

9 Sep 2016Nhat HoXuanLong Nguyen

Singularities of a statistical model are the elements of the model's parameter space which make the corresponding Fisher information matrix degenerate. These are the points for which estimation techniques such as the maximum likelihood estimator and standard Bayesian procedures do not admit the root-$n$ parametric rate of convergence... (read more)

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