An Estimator of the Number of Components of a Finite Mixture of Multivariate Distributions

Abstract

An estimator of the number of components of a finite mixture of k-dimensional distributions is given on the basis of a one-dimensional independent random sample obtained by a transformation of a k-dimensional independent random sample. Some properties of the estimator are given. Some simulation results also are given for the case of finite mixtures of two-dimensional normal distributions.Key words and phrases: k-dimensional finite mixture, normal pdf, number of components, one-dimensional finite mixture.