Finite Mixture Models
    (Wiley series in Probability and Mathematical Statistics: Applied Probability and Statistics Section) by G.J. McLachlan and D. Peel. New York; John Wiley & Sons, Inc. 2000, xvii + 274 pp.
    ISBN 0-471-00626-2.
    Extracts from Published Reviews:
    Everitt (2002, Statistical Methods in Medical Research) "The book by McLachlan and Peel is a masterly overview of the area, which manages the difficult task of integrating the technical and the practical almost seamlessly, so that the material included should appeal to a variety of statisticians ranging form those interested in the minutia of the convergence properties of the EM algorithm to those more concerned when deciding how many components to include when modelling a particular data set. ... "This is a scholarly and authoritative account of finite mixture distributions, well written and containing many interesting examples. It is difficult to ask for more and there is no doubt that McLachlan and Peel's book will be the standard reference on mixture models for many years to come.
    Karlis (2002, Zentralblatt fur Mathematik und ihre Grenzgebiete) # 0963.62061 "The book will become popular to many researchers as it provides a complete, up to date coverage of the topic and also discusses problems that may be further pursued by researchers in the forthcoming years. ... they (students) will love the fact that the material covered is so wide that it will make this book a standard reference for the forthcoming years."
    Kemp (2002, Journal of the Royal Statistical Society Series D (The Statistician) "The publication in 1988 of McLachlan and Basford's Mixture Models: Inference and Applications to Clustering herladed much interest in applications of mixture models, in developments such as multinomial, hidden Markov chain, and hidden Markov random field models, and in the computer estimation of such models. ... McLachlan and Peel aim to draw the subject together in book form. They are to be congratulated on the extent of their achievement. ... This book resembles an encyclopaedia. From Chapter 2 onwards, the chapters are like articles - they are largely stand alone and nearly all give an encyclopaedic coverage of a particular aspect of the fitting of mixture models. If you are the sort of person who needs to own this book, then you probably know about it already. If you are not, then you should realize that this is an important area of statistics that currently commands much interest. Try to persuade your library to buy a copy."
    Ryden (2002, Mathematical Reviews) "This book is excellent reading as an introduction to finite mixture modelling in a very broad sense. All chapters contain carefully described and worked out examples to illustrate the methodology. All subjects are not treated exhaustively, which is only natural considering the wide range of topics covered by the book, but there are always ample references given to further reading. Hence I imagine that the book should also serve as an excellent handbook on mixture modelling for the applied statistician."
    Shanmugam (2002, Technometrics) "The book provides an extensive review on finite mixture modeling focusing on the computational aspect of using such models in practice. ... This is an excellent book for those who are engaged in research work in modeling multimodal data. It contains up-to-date developments in finite mixtures of distributions which are used to describe multimodal data. ... I enjoyed (especially the chapters about the number of components in mixture models, hidden Markov models) reading this book. I recommend it highly to both mathematical and applied statisticians."
    References
  • Everitt, B. (2002). Statistical Methods in Medical Research 11, 293-296.
  • Karlis, D. (2002). Zentralblatt fur Mathematik und ihre Grenzgebiete # 0963.62061
  • Kemp. A.W. (2002). Journal of the Royal Statistical Society (The Statistician) 51, 423-424.
  • Robert, C. (2014). Christian Robert's Blog: XI'AN'S OG
  • Ryden, T. (2002). Mathematical Reviews 2002b (#62025).
  • Shanmugam, R. (2002). Technometrics 44, 82.