A Constrained Formulation of Maximum-Likelihood Estimation for Normal Mixture Distributions 论文

1985The Annals of Statistics引用 396
Bayesian Methods and Mixture ModelsStatistical Methods and InferenceAdvanced Statistical Process Monitoring

摘要

The method of maximum likelihood leads to an ill-posed optimization problem in the case of a mixture of normal distributions. Estimation in the univariate case is reformulated using simple constraints into an optimization problem having a strongly consistent, global solution.