{"title":"基于椭圆对称分布混合的约束最大似然估计和聚类在一般数据生成过程中的一致性","authors":"Pietro Coretto , Christian Hennig","doi":"10.1016/j.jmva.2025.105446","DOIUrl":null,"url":null,"abstract":"<div><div>The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution <span><math><mi>P</mi></math></span> is nonparametric and does not necessarily belong to the class of mixtures on which the estimator is based. In a situation where <span><math><mi>P</mi></math></span> is a mixture of well enough separated but nonparametric distributions it is shown that the components of the population version of the estimator correspond to the well separated components of <span><math><mi>P</mi></math></span>. This provides some theoretical justification for the use of such estimators for cluster analysis in case that <span><math><mi>P</mi></math></span> has well separated subpopulations even if these subpopulations differ from what the mixture model assumes.</div></div>","PeriodicalId":16431,"journal":{"name":"Journal of Multivariate Analysis","volume":"209 ","pages":"Article 105446"},"PeriodicalIF":1.4000,"publicationDate":"2025-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Consistency for constrained maximum likelihood estimation and clustering based on mixtures of elliptically-symmetric distributions under general data generating processes\",\"authors\":\"Pietro Coretto , Christian Hennig\",\"doi\":\"10.1016/j.jmva.2025.105446\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution <span><math><mi>P</mi></math></span> is nonparametric and does not necessarily belong to the class of mixtures on which the estimator is based. In a situation where <span><math><mi>P</mi></math></span> is a mixture of well enough separated but nonparametric distributions it is shown that the components of the population version of the estimator correspond to the well separated components of <span><math><mi>P</mi></math></span>. This provides some theoretical justification for the use of such estimators for cluster analysis in case that <span><math><mi>P</mi></math></span> has well separated subpopulations even if these subpopulations differ from what the mixture model assumes.</div></div>\",\"PeriodicalId\":16431,\"journal\":{\"name\":\"Journal of Multivariate Analysis\",\"volume\":\"209 \",\"pages\":\"Article 105446\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2025-04-25\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Multivariate Analysis\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0047259X25000417\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Multivariate Analysis","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0047259X25000417","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Consistency for constrained maximum likelihood estimation and clustering based on mixtures of elliptically-symmetric distributions under general data generating processes
The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution is nonparametric and does not necessarily belong to the class of mixtures on which the estimator is based. In a situation where is a mixture of well enough separated but nonparametric distributions it is shown that the components of the population version of the estimator correspond to the well separated components of . This provides some theoretical justification for the use of such estimators for cluster analysis in case that has well separated subpopulations even if these subpopulations differ from what the mixture model assumes.
期刊介绍:
Founded in 1971, the Journal of Multivariate Analysis (JMVA) is the central venue for the publication of new, relevant methodology and particularly innovative applications pertaining to the analysis and interpretation of multidimensional data.
The journal welcomes contributions to all aspects of multivariate data analysis and modeling, including cluster analysis, discriminant analysis, factor analysis, and multidimensional continuous or discrete distribution theory. Topics of current interest include, but are not limited to, inferential aspects of
Copula modeling
Functional data analysis
Graphical modeling
High-dimensional data analysis
Image analysis
Multivariate extreme-value theory
Sparse modeling
Spatial statistics.