Robust estimation of \(k\)-component univariate normal mixtures

DOI10.1007/BF00773595zbMath0802.62039MaRDI QIDQ1336546

V. Pereyra

Publication date: 12 December 1994

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalityinfluence functionweak continuityestimating equationsrobust estimationempirical distributionminimum distance estimatorM-estimatorFrechet differentiabilityexplicit expressionsdifferent meansconsistent rootdifferent dispersion parametersL2-distancemixture of k normal distributionsparametric distributionselection functionalweakly continuous Frechet differentiable root

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

• Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations
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