An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions

DOI10.1016/0167-7152(89)90105-3zbMath0667.62015OpenAlexW1975192788MaRDI QIDQ1117621

Brenton R. Clarke

Publication date: 1989

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90105-3

zbMATH Keywords

robustconsistencyasymptotic normalityMonte Carlo simulationFréchet derivativemaximum likelihood estimatorunbiasednessestimator of proportionminimum distance methodsmixture of two normal distributions

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (7)

Robust estimation of \(k\)-component univariate normal mixtures ⋮ Robust inference and modelling for the single ion channel ⋮ Some recent research in the analysis of mixture distributions ⋮ A fast robust method for fitting gamma distributions ⋮ A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures ⋮ The minimum \(L_{2}\) distance estimator for Poisson mixture models ⋮ Statistical inference on mixing proportion

Cites Work

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• Statistical analysis of finite mixture distributions
• Minimum mean squared estimation of location and scale parameters under misspecification of the model
• Minimum Distance Estimators for Location and Goodness of Fit
• The integrated squared error estimation of parameters
• Estimation of the Mixing Proportion in a Mixture of Two Normal Distributions from Simple, Rapid Measurements
• Estimating Mixtures of Normal Distributions and Switching Regressions

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