Skip to main content
Kent Academic Repository

Integrated squared error estimation of normal mixtures

Besbeas, Panagiotis, Morgan, Byron J. T. (2004) Integrated squared error estimation of normal mixtures. Computational Statistics and Data Analysis, 44 (3). pp. 517-526. ISSN 0167-9473. (doi:10.1016/S0167-9473(02)00251-7) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:6756)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL:
http://dx.doi.org/10.1016/S0167-9473(02)00251-7

Abstract

Based on the empirical characteristic function, the integrated squared error criterion for normal mixtures is shown to have a simple form for a particular weight function. When the parameter of that function is chosen as the smoothed cross-validation selector in kernel density estimation, the estimator which minimises the criterion is shown to perform well in a simulation study. In comparison with maximum likelihood and a new recently proposed method there are better bias and standard deviation results for the method of this paper. Furthermore, the new estimator is less likely to fail and is appreciably more robust.

Item Type: Article
DOI/Identification number: 10.1016/S0167-9473(02)00251-7
Uncontrolled keywords: characteristic function; integrated squared error; Kernel density estimation; normal mixtures; Parseval's theorem; simulated annealing; smoothed cross-validation selector
Subjects: Q Science > QA Mathematics (inc Computing science)
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User: Judith Broom
Date Deposited: 10 Sep 2008 14:59 UTC
Last Modified: 16 Nov 2021 09:45 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/6756 (The current URI for this page, for reference purposes)

University of Kent Author Information

Besbeas, Panagiotis.

Creator's ORCID:
CReDIT Contributor Roles:

Morgan, Byron J. T..

Creator's ORCID:
CReDIT Contributor Roles:
  • Depositors only (login required):

Total unique views for this document in KAR since July 2020. For more details click on the image.