Maximum likelihood estimators in finite mixture models with censored data |
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Authors: | Yoichi Miyata |
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Institution: | Faculty of Economics, Takasaki City University of Economics, 1300 Kaminamie, Takasaki, Gunma 370-0801, Japan |
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Abstract: | The consistency of estimators in finite mixture models has been discussed under the topology of the quotient space obtained by collapsing the true parameter set into a single point. In this paper, we extend the results of Cheng and Liu (2001) to give conditions under which the maximum likelihood estimator (MLE) is strongly consistent in such a sense in finite mixture models with censored data. We also show that the fitted model tends to the true model under a weak condition as the sample size tends to infinity. |
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Keywords: | Censored data Finite mixture Maximum likelihood estimators Strong consistency |
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