Bandwidth selection in an EM-like algorithm for nonparametric multivariate mixtures

Tatiana Benaglia; Didier Chauveau; David R. Hunter

doi:10.1142/9789814340564_0002

Bandwidth selection in an EM-like algorithm for nonparametric multivariate mixtures

Tatiana Benaglia, Didier Chauveau, David R. Hunter

Research output: Chapter in Book/Report/Conference proceeding › Chapter

17 Scopus citations

Abstract

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.

Original language	English (US)
Title of host publication	Nonparametric Statistics and Mixture Models
Subtitle of host publication	A Festschrift in Honor of Thomas P Hettmansperger
Publisher	World Scientific Publishing Co.
Pages	15-27
Number of pages	13
ISBN (Electronic)	9789814340564
ISBN (Print)	9814340553, 9789814340557
DOIs	https://doi.org/10.1142/9789814340564_0002
State	Published - Jan 1 2011

All Science Journal Classification (ASJC) codes

General Mathematics

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10.1142/9789814340564_0002

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Bandwidth selection in an EM-like algorithm for nonparametric multivariate mixtures

Abstract

All Science Journal Classification (ASJC) codes

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