Estimation of mixing proportions via distance between characteristic functions

DOI10.1080/03610928308828512zbMath0517.62037OpenAlexW2023320092MaRDI QIDQ3666053

A. S. Paulson, John Bryant

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

weight functionasymptotic normalitymean squared errorefficiencycovariance matrixempirical characteristic functiondensity estimationnormal mixtureskernel estimateintegrated squared errorunbiasedestimation of mixing proportionsintegrated distance between characteristic functionsmixing parameters

Mathematics Subject Classification ID

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

Related Items (9)

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

Cites Work

• Unnamed Item
• A goodness-of-fit test of simple hypotheses based on the empirical characteristic function
• The estimation of the parameters of the stable laws
• The integrated squared error estimation of parameters
• On the Estimation of Mixing Distributions

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