A constrained EM algorithm for univariate normal mixtures
Journal of Statistical Computation and Simulation
Journal of Multivariate Analysis
Constrained monotone EM algorithms for finite mixture of multivariate Gaussians
Computational Statistics & Data Analysis
Inference for multivariate normal mixtures
Journal of Multivariate Analysis
A data-based algorithm for choosing the window width when estimating the density at a point
Computational Statistics & Data Analysis
A smoothing principle for the Huber and other location M-estimators
Computational Statistics & Data Analysis
Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints
Computational Statistics & Data Analysis
Root selection in normal mixture models
Computational Statistics & Data Analysis
Minimum quadratic distance density estimation using nonparametric mixtures
Computational Statistics & Data Analysis
Journal of Multivariate Analysis
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A typical problem for the parameter estimation in normal mixture models is an unbounded likelihood and the presence of many spurious local maxima. To resolve this problem, we apply the doubly smoothed maximum likelihood estimator (DS-MLE) proposed by Seo and Lindsay (in preparation). We discuss the computational issues of the DS-MLE and propose a simulation-based DS-MLE using Monte Carlo methods as a general computational tool. Simulation results show that the DS-MLE is virtually consistent for any bandwidth choice. Moreover, the parameter estimates in the DS-MLE are quite robust to the choice of bandwidths, as the theory indicates. A new method for the bandwidth selection is also proposed.