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October 2001 Consistent estimation of mixture complexity
Lancelot F. James, David J. Marchette, Carey E. Priebe
Ann. Statist. 29(5): 1281-1296 (October 2001). DOI: 10.1214/aos/1013203454


The consistent estimation of mixture complexity is of fundamental importance in many applications of finite mixture models. An enormous body of literature exists regarding the application, computational issues and theoretical aspects of mixture models when the number of components is known, but estimating the unknown number of components remains an area of intense research effort. This article presents a semiparametric methodology yielding almost sure convergence of the estimated number of components to the true but unknown number of components. The scope of application is vast, as mixture models are routinely employed across the entire diverse application range of statistics,including nearly all of the social and experimental sciences.


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Lancelot F. James. David J. Marchette. Carey E. Priebe. "Consistent estimation of mixture complexity." Ann. Statist. 29 (5) 1281 - 1296, October 2001.


Published: October 2001
First available in Project Euclid: 8 February 2002

zbMATH: 1043.62023
MathSciNet: MR1873331
Digital Object Identifier: 10.1214/aos/1013203454

Primary: 62G05
Secondary: 62G07

Keywords: Finite mixture model , Number of components , semiparametric

Rights: Copyright © 2001 Institute of Mathematical Statistics


Vol.29 • No. 5 • October 2001
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