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Asymptotic properties of a stochastic EM algorithm for mixtures with censored data
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- Svensson, Ingrid, 1961- (författare)
- Umeå universitet,Statistiska institutionen
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- Sjöstedt-de Luna, Sara, 1964- (författare)
- Umeå universitet,Institutionen för matematik och matematisk statistik
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(creator_code:org_t)
- Elsevier, 2010
- Engelska.
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Ingår i: Journal of Statistical Planning and Inference. - : Elsevier. - 0378-3758 .- 1873-1171. ; 140:1, s. 111-127
- Relaterad länk:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- Weak consistency and asymptotic normality is shown for a stochastic EM algorithm for censored data from a mixture of distributions under lognormal assumptions. The asymptotic properties hold for all parameters of the distributions, including the mixing parameter. In order to make parameter estimation meaningful it is necessary to know that the censored mixture distribution is identifiable. General conditions under which this is the case are given. The stochastic EM algorithm addressed in this paper is used for estimation of wood fibre length distributions based on optically measured data from cylindric wood samples (increment cores).
Ämnesord
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- Censoring; Fibre length distribution; Identifiability; Increment core; Mixture; Stochastic EM algorithm
- Statistics
- Statistik
- Mathematical statistics
- Matematisk statistik
- matematisk statistik
- Mathematical Statistics
- Statistics
- statistik
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)