Estimation of mixing proportions via distance between characteristic functions

DOI10.1080/03610928308828512MaRDI QIDQ3666053zbMATH OpenOpenAlexFDO

Authors John Bryant, A. S. Paulson

Publication date 1983

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928308828512

zbMATH Keywords

asymptotic normalitydensity estimationefficiencymean squared errorcovariance matrixweight functionempirical characteristic functionintegrated squared errorunbiasedkernel estimatenormal mixturesestimation of mixing proportionsintegrated distance between characteristic functionsmixing parameters

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05)

Cites work

• scientific article; zbMATH DE number 3410016 (Why is no real title available?)
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• On the Estimation of Mixing Distributions
• The estimation of the parameters of the stable laws
• The integrated squared error estimation of parameters

Cited in

(9)

• Integrated squared error estimation of normal mixtures
• Robust estimation of \(k\)-component univariate normal mixtures
• Minimum distance density-based estimation
• Estimating mixtures of normal distributions via empirical characteristic function
• Empirical Characteristic Function Estimation and Its Applications
• Moment generating function based estimators with some optimal properties
• Modified maximum likelihood estimator for the mixing distribution in a finite mixture
• An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions
• Tests for normal mixtures based on the empirical characteristic function

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