I remember reading an actual proven number of components, that can approximate any distribution. Somehow I think it was 18. Can someone point me to a book/article stating something of the sort?
Might've been in the following book, but I can't find the paragraph anymore.
G. McLachlan and D. Peel. Finite Mixture Models. Wiley Series in Probability and Statistics. Wiley, 2000. ISBN 9780471006268. URL http://books.google.cz/books?id=YXqflwEACAAJ.
I know how to set the number of components and all the surrounding theory, am looking for the stated lemma only.