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question about AIC

On Tue, 16 Nov 2004 dlavecchia at tiscali.it wrote:

            
What is the problem?  The concept AIC or the function AIC()?  If the 
concept, it was originally developed in the area of AR(p) time series 
models, using asymptotic theory for MLEs, and you need to check that the 
concepts apply to your situation (the original papers do not).

Note there are some fundamental problems here: the likelihood for a 
mixture of normals is unbounded, the MLE corresponding to degenerate 
(zero-variance) components.  And AIC is about maximized likelihoods, with 
maxima in the interior of the space.  So you need to take some 
professional statistical advice about the concepts.