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

IF 1.4 3区 数学 Q2 STATISTICS & PROBABILITY
Pietro Coretto , Christian Hennig
{"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 ,&nbsp;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 ,&nbsp;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}
引用次数: 0

摘要

显示了椭圆对称分布混合的极大似然估计量的一致性,用于估计其总体版本,其中底层分布P是非参数的,并且不一定属于估计量所基于的混合的类别。在P是足够分离但非参数分布的混合物的情况下,表明估计量的总体版本的分量对应于P的分离良好的分量。这为在P具有分离良好的子总体的情况下使用这种估计量进行聚类分析提供了一些理论依据,即使这些子总体与混合模型假设的不同。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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 P is nonparametric and does not necessarily belong to the class of mixtures on which the estimator is based. In a situation where P 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 P. This provides some theoretical justification for the use of such estimators for cluster analysis in case that P has well separated subpopulations even if these subpopulations differ from what the mixture model assumes.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Journal of Multivariate Analysis
Journal of Multivariate Analysis 数学-统计学与概率论
CiteScore
2.40
自引率
25.00%
发文量
108
审稿时长
74 days
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.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信