Estimating parameters from mixed samples using sample fractional moments (Q1116580)
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| Language | Label | Description | Also known as |
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| English | Estimating parameters from mixed samples using sample fractional moments |
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Estimating parameters from mixed samples using sample fractional moments (English)
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1989
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Alternate estimators based on fractional moments for estimating parameters when mixing two independnet samples are proposed. These estimators are strongly consistent and asymptotically normal and are obtained by optimally combining several methods of moment estimators, all of closed form. In large samples, these estimators are compared to previously proposed estimators in the exponential scale case by numerically computing asymptotic variances.
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mixed samples
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fractional moments
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mixing
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strongly consistent
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asymptotically normal
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moment estimators
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exponential scale case
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asymptotic variances
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