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 Citations (Scopus)

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

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Bandwidth Selection
Bandwidth
Repeated Measures
EM Algorithm
Identically distributed
Distinct
Generalization

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

Cite this

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

Bandwidth selection in an EM-like algorithm for nonparametric multivariate mixtures. / Benaglia, Tatiana; Chauveau, Didier; Hunter, David R.

Nonparametric Statistics and Mixture Models: A Festschrift in Honor of Thomas P Hettmansperger. World Scientific Publishing Co., 2011. p. 15-27.

Research output: Chapter in Book/Report/Conference proceedingChapter

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Benaglia T, Chauveau D, Hunter DR. 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. World Scientific Publishing Co. 2011. p. 15-27 https://doi.org/10.1142/9789814340564_0002