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In this article, we introduce two new families of multivariate association measures based on power divergence and alpha divergence that recover both linear and nonlinear dependence relationships between multiple sets of random vectors. Importantly, this novel approach not only characterizes...
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Choice of an appropriate kernel density estimator is a difficult one in minimum distance estimation based on density functions. Particularly, for mixture models, the choice of bandwidth is very crucial because the component densities may have different scale parameters, which in turn necessitate...
Persistent link: https://www.econbiz.de/10005254261
Kernel smoothing methods are widely used in many areas of statistics with great success. In particular, minimum distance procedures heavily depend on kernel density estimators. It has been argued that when estimating mixture parameters in finite mixture models, adaptive kernel density estimators...
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For count data, robust estimation of the number of mixture components in finite mixtures is revisited using L2 distance. An information criterion based on L2 distance is shown to yield an estimator, which is also shown to be strongly consistent. Monte Carlo simulations show that our estimator is...
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