An application of linear feature selection to estimation of proportions
L. F. Guseman, Jay R. Walton · Communication in Statistics- Theory and Methods · 1977
Let X be a random n-vector whose density function is given by a mixture of known multivariate normal density functions where the corresponding mixture proportions (a priori probabilities) are unknown. We present a numerically tractable method for obtaining estimates of the mixture proportions based on the linear feature selection technique of Guseman, Peters and Walker (1975).