Estimating mixtures of normal distributions via empirical characteristic function

DOI10.1080/07474939808800410zbMath0903.62025OpenAlexW2024608863MaRDI QIDQ3842861

Kien C. Tran

Publication date: 8 November 1998

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939808800410

zbMATH Keywords

Monte Carlo simulationempirical characteristic functionmoment generating functiongrid pointsmixtures of normal distributionsconstrained maximum-likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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