AN ESTIMATOR FOR THE NUMBER OF COMPONENTS OF FINITE MIXTURES AND ITS APPLICATIONS

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  • Estimator for the Number of Components

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An estimator for the number m of components of finite mixtures, which is a modification of that of Henna [6], is constructed and a comparison between these two estimators is given by a simulation method in a case of normal mixtures. Next an estimator of the parameter and the proportion for each component distribution is given when m is unkown. Also the asymptotic property of these estimators is investigated. Furthermore a classification procedure by using these estimators is constructed and the asymptotic property of the risk by the procedure is investigated.

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