A note on the consistency of the maximum likelihood estimator under multivariate linear cluster-weighted models

none2noThis letter illustrates simple assumptions for proving consistency of the maximum likelihood estimator under multivariate Gaussian and Student's t linear cluster-weighted models, which allow density estimation, clustering and linear regression analysis with continuous random predictors in presence of unobserved heterogeneity.mixedGalimberti G; Soffritti GGalimberti G; Soffritti