Estimation of the number of components of finite mixtures of multivariate distributions
Authors:
Jogi Henna
Affiliation:
(1) Faculty of Science, University of the Ryukyus, 1 Senbaru, Nishihara-cho, 903-0213 Okinawa, Japan
Abstract:
An estimator of the number of components of a finite mixture ofk-dimensional distributions is given on the basis of a one-dimensional independent random sample obtained by a transformation of ak-dimensional independent random sample. A consistency of the estimator is shown. Some simulation results are given in a case of finite mixtures of two-dimensional normal distributions.