Alexandrovich, Grigory - In: Journal of Multivariate Analysis 129 (2014) C, pp. 245-248
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...