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Correction

Corrigendum to Maximum Likelihood Estimation of the Multivariate Normal Mixture Model

Received 24 Mar 2024, Accepted 12 Jun 2024, Published online: 31 Jul 2024

References

  • Amengual, A., Fiorentini, G., and Sentana, E. (2024a), “Multivariate Hermite Polynomials and Information Matrix Tests,” Econometrics and Statistics, forthcoming. DOI: 10.1016/j.ecosta.2024.01.005.
  • Amengual, A., Fiorentini, G., and Sentana, E. (2024b), “The Information Matrix Test for Gaussian Mixtures,” CEMFI working paper 2401. Available at https://www.cemfi.es/ftp/wp/2401.pdf.
  • Boldea, O., and Magnus, J. R. (2009), “Maximum Likelihood Estimation of the Multivariate Normal Mixture Model,” Journal of the American Statistical Association, 104, 1539–1549. DOI: 10.1198/jasa.2009.tm08273.
  • Lancaster, A. (1984), “The Covariance Matrix of the Information Matrix Test,” Econometrica, 52, 1051–1053. DOI: 10.2307/1911198.

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