{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,9]],"date-time":"2024-09-09T11:10:34Z","timestamp":1725880234058},"publisher-location":"Cham","reference-count":9,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319507415"},{"type":"electronic","value":"9783319507422"}],"license":[{"start":{"date-parts":[[2017,1,1]],"date-time":"2017-01-01T00:00:00Z","timestamp":1483228800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2017]]},"DOI":"10.1007\/978-3-319-50742-2_13","type":"book-chapter","created":{"date-parts":[[2017,2,12]],"date-time":"2017-02-12T11:01:51Z","timestamp":1486897311000},"page":"217-233","source":"Crossref","is-referenced-by-count":0,"title":["New Estimation Method for Mixture of Normal Distributions"],"prefix":"10.1007","author":[{"given":"Qianfang","family":"Hu","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Zheng","family":"Wei","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Baokun","family":"Li","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Tonghui","family":"Wang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2017,2,13]]},"reference":[{"key":"13_CR1","doi-asserted-by":"crossref","first-page":"323","DOI":"10.1023\/B:STCO.0000039481.32211.5a","volume":"14","author":"JG Dias","year":"2004","unstructured":"Dias JG, Wedel M (2004) An empirical comparison of EM, SEM and MCMC performance for problematic Gaussian mixture likelihoods. Stat Comput 14:323\u2013332","journal-title":"Stat Comput"},{"key":"13_CR2","unstructured":"Celeux G, Chauveau D, Diebolt J (1995) On stochastic versions of the EM algorithm. Institute National de Recherche en Informatique et en Automatique, Mars, pp 1\u201322"},{"key":"13_CR3","doi-asserted-by":"crossref","first-page":"577","DOI":"10.1016\/S0167-9473(02)00177-9","volume":"41","author":"D Karlis","year":"2003","unstructured":"Karlis D, Xekalaki E (2003) Choosing initial values for the EM algorithm for finite mixtures. Comput Stat Data Anal 41:577\u2013590","journal-title":"Comput Stat Data Anal"},{"key":"13_CR4","doi-asserted-by":"crossref","first-page":"519","DOI":"10.1016\/j.spl.2012.10.017","volume":"83","author":"W Yao","year":"2013","unstructured":"Yao W (2013) A note on EM algorithm for mixture models. Stat Probab Lett 83:519\u2013526","journal-title":"Stat Probab Lett"},{"key":"13_CR5","doi-asserted-by":"crossref","first-page":"312","DOI":"10.1111\/biom.12149","volume":"70","author":"LS Chen","year":"2014","unstructured":"Chen LS, Prentice RL, Wang P (2014) A penalized EM algorithm incorporating missing data mechanism for gaussian parameter estimation. Biometrics 70:312\u2013322","journal-title":"Biometrics"},{"key":"13_CR6","doi-asserted-by":"crossref","first-page":"209","DOI":"10.1016\/j.jmva.2004.10.007","volume":"94","author":"WC Horrace","year":"2005","unstructured":"Horrace WC (2005) Notes: some results on the multivariate truncated normal distribution. J Multivariate Anal 94:209\u2013221","journal-title":"J Multivariate Anal"},{"key":"13_CR7","doi-asserted-by":"crossref","first-page":"133","DOI":"10.1007\/s11123-013-0381-8","volume":"43","author":"WC Horrace","year":"2015","unstructured":"Horrace WC (2015) Moments of the truncated normal distribution. J Prod Anal 43:133\u2013138","journal-title":"J Prod Anal"},{"key":"13_CR8","doi-asserted-by":"crossref","first-page":"3543","DOI":"10.1016\/j.jspi.2009.04.010","volume":"139","author":"J Castillo del","year":"2009","unstructured":"del Castillo J, Daoudi J (2009) The mixture of left\u2013right truncated normal distributions. J Stat Plann Infer 139:3543\u20133551","journal-title":"J Stat Plann Infer"},{"key":"13_CR9","doi-asserted-by":"crossref","first-page":"1233","DOI":"10.1007\/s00362-014-0626-2","volume":"55","author":"T Emura","year":"2014","unstructured":"Emura T, Konno Y (2014) Erratum to: multivariate normal distribution approaches for dependently truncated data. Stat Papers 55:1233\u20131236","journal-title":"Stat Papers"}],"container-title":["Studies in Computational Intelligence","Robustness in Econometrics"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-50742-2_13","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,25]],"date-time":"2017-06-25T06:22:25Z","timestamp":1498371745000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-319-50742-2_13"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017]]},"ISBN":["9783319507415","9783319507422"],"references-count":9,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-50742-2_13","relation":{},"ISSN":["1860-949X","1860-9503"],"issn-type":[{"type":"print","value":"1860-949X"},{"type":"electronic","value":"1860-9503"}],"subject":[],"published":{"date-parts":[[2017]]}}}