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Estimation of the number of components of finite mixtures of multivariate distributions |
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| Authors: | Jogi Henna |
| Affiliation: | (1) Faculty of Science, University of the Ryukyus, 1 Senbaru, Nishihara-cho, 903-0213 Okinawa, Japan |
| Abstract: | An estimator of the number of components of a finite mixture ofk-dimensional distributions is given on the basis of a one-dimensional independent random sample obtained by a transformation of ak-dimensional independent random sample. A consistency of the estimator is shown. Some simulation results are given in a case of finite mixtures of two-dimensional normal distributions. |
| Keywords: | and phrases" target="_blank"> and phrases k-dimensional finite mixture normal pdf number of components one-dimensional finite mixture orthogonal matrix |
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