Bandwidth selection in an EM-like algorithm for nonparametric multivariate mixtures

Tatiana Benaglia, Didier Chauveau, David R. Hunter

Research output: Chapter in Book/Report/Conference proceedingChapter

11 Scopus citations

Abstract

This article extends the nonparametric EM (npEM) algorithm of Benaglia et al. (2009a) and describes a method to select the bandwidths used in this extended algorithm. The extension allows for a distinct bandwidth for each mixture component and each block of conditionally independent and identically distributed repeated measures, and the bandwidth selection method is a generalization of Silverman's rule of thumb.

Original languageEnglish (US)
Title of host publicationNonparametric Statistics and Mixture Models
Subtitle of host publicationA Festschrift in Honor of Thomas P Hettmansperger
PublisherWorld Scientific Publishing Co.
Pages15-27
Number of pages13
ISBN (Electronic)9789814340564
ISBN (Print)9814340553, 9789814340557
DOIs
StatePublished - Jan 1 2011

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

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    Benaglia, T., Chauveau, D., & Hunter, D. R. (2011). Bandwidth selection in an EM-like algorithm for nonparametric multivariate mixtures. In Nonparametric Statistics and Mixture Models: A Festschrift in Honor of Thomas P Hettmansperger (pp. 15-27). World Scientific Publishing Co.. https://doi.org/10.1142/9789814340564_0002