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Approximation by finite mixtures of continuous density functions that vanish at infinity.

arXiv: Statistics Theory, (2019)

Cited by: 0|Views19
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Abstract

Given sufficiently many components, it is often cited that finite mixture models can approximate any other probability density function (pdf) to an arbitrary degree of accuracy. Unfortunately, the nature of this approximation result is often left unclear. We prove that finite mixture models constructed from pdfs in $mathcal{C}_{0}$ can be...More

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