Abstract
In this paper we discuss parameter estimation by means of the reestimation algorithm for a class of multivariate mixture density functions of Markov chains. The scope of the original reestimation algorithm is expanded and the previous assumptions of log concavity or ellipsoidal symmetry are obviated, thereby enhancing the modeling capability of the technique. Reestimation formulas in terms of the well-known forward-backward inductive procedure are also derived.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
