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- W2065432682 abstract "Problems associated with the analysis of data from a mixture of distributions include the presence of outliers in the sample, the fact that a component may not be well represented in the data, and the problem of biases that occur when the model is slightly misspecified. We study the performance of weighted likelihood in this context. The method produces estimates with low bias and mean squared error, and it is useful in that it unearths data substructures in the form of multiple roots. This in turn indicates multiple potential mixture model fits due to the presence of more components than originally specified in the model. To compute the weighted likelihood estimates, we use as starting values the method of moment estimates computed on bootstrap subsamples drawn from the data. We address a number of important practical issues involving bootstrap sample size selection, the role of starting values, and the behavior of the roots. The algorithm used to compute the weighted likelihood estimates is competitive with EM, and it is similar to EM when the components are not well separated. Moreover, we propose a new statistical stopping rule for the termination of the algorithm. An example and a small simulation study illustrate the above points." @default.
- W2065432682 created "2016-06-24" @default.
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- W2065432682 date "2000-06-01" @default.
- W2065432682 modified "2023-10-06" @default.
- W2065432682 title "Mixture Models, Robustness, and the Weighted Likelihood Methodology" @default.
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- W2065432682 doi "https://doi.org/10.1111/j.0006-341x.2000.00483.x" @default.
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