The estimation of normal mixtures with latent variables

被引：3
|
作者：
Magnus, Gideon [1 ]
Magnus, Jan R. [2 ]
机构：
[1] State St Bank & Trust Co, New York, NY USA
[2] Vrije Univ Amsterdam, Amsterdam, Netherlands
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2019年 / 48卷 / 05期
关键词：
Mixture modelling; Factor analyzers; Hessian matrix;
D O I：
10.1080/03610926.2018.1429625
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper considers the class of normal latent factor mixture models. It presents a method for estimating the posterior distribution of the parameters, derives analytical expressions for both the first and second derivatives of the posterior kernel (the score and Hessian), and provides posterior approximations that can be computed relatively quickly.
引用
收藏
页码：1255 / 1269
页数：15
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