Estimating Mixtures of Normal Distributions and Switching Regressions

Consistency Monte Carlo Experiments Asymptotic Normality Normal Distributions Maximum Likelihood Method of Moments Finite Sample Behavior Mixture Distribution Moment Generating Function Estimator Switching Regressions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05)

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