An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions
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Publication:4741581
DOI10.2307/1912640zbMath0504.62046OpenAlexW1997247836MaRDI QIDQ4741581
No author found.
Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912640
moment generating functionswitching regressionsmixtures of normal distributionsimproved version of Quandt-Ramsey MGF estimator
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Point estimation (62F10)
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