Multivariate Normal Mixtures: A Fast Consistent Method of Moments
多元正态混合：快速且一致的矩估计方法
A longstanding difficulty in multivariate statistics is identifying and evaluating nonnormal data structures in high dimensions with high statistical efficiency and low search effort. Here the possibilities of using sample moments to identify mixtures of multivariate normals are investigated. A particular system of moment equations is devised and then shown to be one that identifies the true mixing distribution, with some limitations (indicated in the text), and thus…