This article extends the nonparametric EM (npEM) algorithm of Benaglia et al. (2009a) and describes a method to select the bandwidths used in this extended algorithm. The extension allows for a distinct bandwidth for each mixture component and each block of conditionally independent and identically distributed repeated measures, and the bandwidth selection method is a generalization of Silverman's rule of thumb.
|Title of host publication
|Nonparametric Statistics and Mixture Models
|Subtitle of host publication
|A Festschrift in Honor of Thomas P Hettmansperger
|World Scientific Publishing Co.
|Number of pages
|Published - Jan 1 2011
All Science Journal Classification (ASJC) codes
- General Mathematics