Estimating mixtures of normal distributions via empirical characteristic function
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- scientific article; zbMATH DE number 3852217
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Cites work
- A constrained formulation of maximum-likelihood estimation for normal mixture distributions
- A constrained maximum-likelihood approach to estimating switching regressions
- A New Approach to Estimating Switching Regressions
- An efficiency result for the empirical characteristic function in stationary time-series models
- An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions
- ARCH modeling in finance. A review of the theory and empirical evidence
- Concerning several methods for estimating crop acreages using remote sensing data
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
- Estimating Mixtures of Normal Distributions and Switching Regressions
- Estimating the components of a mixture of normal distributions
- Estimation of mixing proportions via distance between characteristic functions
- Identifiability of Finite Mixtures
- Large Sample Properties of Generalized Method of Moments Estimators
- Multivariate Normal Mixtures: A Fast Consistent Method of Moments
- On Some Fourier Methods for Inference
- Statistical analysis of finite mixture distributions
- The empirical characteristic function and its applications
- The integrated squared error estimation of parameters
Cited in
(18)- Applications of the empirical characteristic function to estimation and detection problems
- Application of the empirical characteristic function to compare and estimate densities by pooling information
- Continuous empirical characteristic function estimation of mixtures of normal parameters
- Empirical Characteristic Function Estimation and Its Applications
- Estimation of the stochastic conditional duration model via alternative methods
- An Efficient Estimation for Switching Regression Models: A Monte Carlo Study
- Simulation of Estimates Using the Empirical Characteristic Function
- Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function
- scientific article; zbMATH DE number 6416868 (Why is no real title available?)
- Maximum likelihood estimation of stochastic frontier models by the Fourier transform
- Testing for normality with panel data
- Estimating the components of a mixture of normal distributions
- Numerical characteristics and parameter estimation of finite mixed generalized normal distribution
- Compound truncated Poisson gamma distribution for understanding multimodal SAR intensities
- Finite mixture models for option pricing: an application to Bitcoin options
- Two statistical problems for multivariate mixture distributions
- Option pricing for pure jump processes with Markov switching compensators
- Tests for normal mixtures based on the empirical characteristic function
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