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math.ST2025
Strong consistency of pseudo-likelihood parameter estimator for univariate Gaussian mixture models
Jüri Lember, Raul Kangro, Kristi Kuljus
We consider a new method for estimating the parameters of univariate Gaussian mixture models. The method relies on a nonparametric density estimator (typically a kernel…
math.ST2017★ 1 cited
Quantifying the Estimation Error of Principal Components
Raphael Hauser, Raul Kangro, Jüri Lember +1
Principal component analysis is an important pattern recognition and dimensionality reduction tool in many applications. Principal components are computed as eigenvectors of a maxi…