A note on the article 'Inference for multivariate normal mixtures' by J. Chen and X. Tan

JOURNAL OF MULTIVARIATE ANALYSIS

卷:129

Article

Alexandrovich, Grigory

关键词: Gaussian mixtures;    Penalized maximum likelihood estimation;    Law of iterated logarithm for VC classes;    Strong consistency;   

DOI  :  10.1016/j.jmva.2014.04.008

来源: Elsevier

【 摘 要 】

The current note discusses the consistency proof for the penalized maximum likelihood estimator of a Gaussian mixture from the paper 'Inference for multivariate normal mixtures' by J. Chen and X. Tan. A soft spot in that proof is identified and a rigorous alternative proof based on a uniform law of iterated logarithm is given. (C) 2014 Elsevier Inc. All rights reserved.

【 授权许可】

Free