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Original Articles

A constrained em algorithm for univariate normal mixtures

Pages 211-230 | Received 15 Aug 1984, Published online: 20 Mar 2007

References

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  • Dempster , A.P. , Laird , N.M. and Rubin , D.B. 1977 . Maximum likelihood from incomplete data via the EM algorithm . Journal of the Royal Statistical Society Ser. B , 39 : 1 – 38 .
  • Dennis , J.E. Jr. . Algorithms for nonlinear fitting . Proceedings of the NATO Advanced Research Symposium . Cambridge, , England : Cambridge University .
  • Fowlkes , E.B. 1979 . Some methods for studying the mixture of two normal (lognormal) distributions . Journal of the American Statistical Association , 74 : 561 – 575 .
  • Hathaway , R.J. 1983 . “ Constrained maximum-likelihood estimation for a mixture of m univariate normal distributions ” . In Ph.D. Dissertation , Rice University . Department of Mathematical Sciences
  • Kiefer , N.M. 1978 . Discrete parameter variation: Efficient estimation of a switching regression model . Econometrica , 46 : 427 – 434 .
  • Quandt , R.E. and Ramsey , J.B. 1978 . Estimating mixtures of normal distributions and switching regressions . Journal of the American Statistical Association , 73 : 730 – 738 .
  • Redner , R.A. and Walker , H.F. 1984 . Mixtures densities, maximum likelihood, and the EM algorithm . SIAM Review , 26 : 195 – 239 .

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