Performance of the Stochastic EM Algorithm for Estimating Mixture Parameters

Polymenis, Athanase

doi:http://dx.doi.org/10.12785/ijcts/050204

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dc.contributor.author	Polymenis, Athanase
dc.date.accessioned	2018-11-01T12:16:25Z
dc.date.available	2018-11-01T12:16:25Z
dc.date.issued	2018-11-01
dc.identifier.issn	2210-1519
dc.identifier.uri	https://journal.uob.edu.bh:443/handle/123456789/3315
dc.description.abstract	The aim of the present study is to evaluate the performance of the Stochastic EM (SEM) algorithm for estimating parameters in finite mixture distributions. For that purpose some simulation exercises which are based on the implementation of this algorithm are presented and they provide encouraging results. As a consequence it seems that SEM can offer a useful alternative for overcoming some well-known difficulties arising when the number of mixture components is itself an unknown parameter.	en_US
dc.language.iso	en_US	en_US
dc.publisher	University of Bahrain	en_US
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 International	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	*
dc.subject	Mixture Distribution	en_US
dc.subject	Stochastic EM	en_US
dc.subject	Simulation	en_US
dc.title	Performance of the Stochastic EM Algorithm for Estimating Mixture Parameters	en_US
dc.type	Article	en_US
dc.identifier.doi	http://dx.doi.org/10.12785/ijcts/050204
dc.volume	05	en_US
dc.issue	02	en_US
dc.pagestart	89	en_US
dc.pageend	94	en_US
dc.contributor.authorcountry	Greece	en_US
dc.contributor.authoraffiliation	1Department of Economics, University of Patras, Patras, Greece	en_US
dc.source.title	International Journal of Computational and Theoretical Statistics	en_US
dc.abbreviatedsourcetitle	IJCTS	en_US