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A moment-based criterion for determining the number of components in a normal mixture model
  • ISSN号:1004-4132
  • 期刊名称:《系统工程与电子技术:英文版》
  • 时间:0
  • 分类:N945[自然科学总论—系统科学]
  • 作者机构:[1]School of Economics and Management, Beihang University, Beijing 100191, China, [2]School of Instrumentation Science and Opto-electronics Engineering, Beihang University, Beijing 100191, China, [3]School of Finance, Central University of Finance and Economics, Beijing 100081, China
  • 相关基金:This work was supported by the National Natural Sciences Foundationof China (71371022; 71401193; 71671193), the Program for InnovationResearch in Central University of Finance and Economics, and the InnovationFoundation of BUAA for Ph.D. Graduates.
中文摘要:

Determining the number of components is a crucial issue in a mixture model. A moment-based criterion is considered to estimate the number of components arising from a normal mixture model. This criterion is derived from an omnibus statistic involving the skewness and kurtosis of each component. The proposed criterion additionally provides a measurement for the model fit in an absolute sense. The performances of our criterion are satisfactory compared with other classical criteria through Monte-Carlo experiments.

英文摘要:

Determining the number of components is a crucial issue in a mixture model. A moment-based criterion is considered to estimate the number of components arising from a normal mixture model. This criterion is derived from an omnibus statistic involving the skewness and kurtosis of each component. The proposed criterion additionally provides a measurement for the model fit in an absolute sense. The performances of our criterion are satisfactory compared with other classical criteria through Monte-Carlo experiments.

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期刊信息
  • 《系统工程与电子技术:英文版》
  • 主管单位:中国航天机电集团
  • 主办单位:中国航天工业总公司二院
  • 主编:高淑霞
  • 地址:北京海淀区永定路52号
  • 邮编:100854
  • 邮箱:jseeoffice@126.com
  • 电话:010-68388406 68386014
  • 国际标准刊号:ISSN:1004-4132
  • 国内统一刊号:ISSN:11-3018/N
  • 邮发代号:82-270
  • 获奖情况:
  • 航天系统优秀期刊奖,美国工程索引(EI)和英国科学文摘(SA)收录
  • 国内外数据库收录:
  • 荷兰文摘与引文数据库,美国工程索引,美国剑桥科学文摘,美国科学引文索引(扩展库),英国科学文摘数据库
  • 被引量:242