Consistency of a Recursive Estimate of Mixing Distributions


Mixture models have received considerable attention recently and Newton [Sankhyā Ser. A 64 (2002) 306–322] proposed a fast recursive algorithm for estimating a mixing distribution. We prove almost sure consistency of this recursive estimate in the weak topology under mild conditions on the family of densities being mixed. This recursive estimate depends on… (More)


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@inproceedings{Tokdar2009ConsistencyOA, title={Consistency of a Recursive Estimate of Mixing Distributions}, author={Surya T. Tokdar and Ryan Martin and Jayanta K. Ghosh}, year={2009} }