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• W2949064518 abstract "Maximum likelihood estimation of Gaussian mixture models with different class-specific covariance matrices is known to be problematic. This is due to the unboundedness of the likelihood, together with the presence of spurious maximizers. Existing methods to bypass this obstacle are based on the fact that unboundedness is avoided if the eigenvalues of the covariance matrices are bounded away from zero. This can be done imposing some constraints on the covariance matrices, i.e. by incorporating a priori information on the covariance structure of the mixture components. The present work introduces a constrained equivariant approach, where the class conditional covariance matrices are shrunk towards a pre-specified matrix Psi. Data-driven choices of the matrix Psi, when a priori information is not available, and the optimal amount of shrinkage are investigated. The effectiveness of the proposal is evaluated on the basis of a simulation study and an empirical example." @default.
• W2949064518 created "2019-06-27" @default.
• W2949064518 creator A5010836139 @default.
• W2949064518 creator A5063912094 @default.
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• W2949064518 date "2016-09-12" @default.
• W2949064518 modified "2023-09-26" @default.
• W2949064518 title "A data driven equivariant approach to constrained Gaussian mixture modeling" @default.
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• W2949064518 hasPublicationYear "2016" @default.
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