Existence and consistency of maximum likelihood in upgraded mixture models

Suppose one observes a sample of size m from the mixture density [integral operator] p(xz) d[eta](z) and a sample of size n from the distribution [eta]. The kernel p(xz) is known. We show existence of the maximum likelihood estimator for [eta], characterize its support, and prove consistency as m, n --> [infinity].

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Year of publication:	1992
Authors:	van der Vaart, A. W. ; Wellner, Jon A.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 43.1992, 1, p. 133-146
Publisher:	Elsevier
Subject:	mixture model maximum likelihood consistency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199383