Estimation of parameters of a mixture of two symmetric distributions from a biased sample

Author:
T. Gorbach

Translated by:
S. Kvasko

Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom **90** (2014).

Journal:
Theor. Probability and Math. Statist. **90** (2015), 57-69

MSC (2010):
Primary 62G05; Secondary 62G20

DOI:
https://doi.org/10.1090/tpms/949

Published electronically:
August 6, 2015

MathSciNet review:
3241860

Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: We consider a biased sample from a mixture of two symmetric distributions that differ by a shift parameter. The method of moments and the generalized estimating equations method are used to estimate unknown parameters. Adaptive estimators are constructed by using the estimators of optimal estimating functions and those obtained by the method of moments. The asymptotic behavior of GEE-estimators and adaptive estimators is investigated.

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Additional Information

**T. Gorbach**

Affiliation:
Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Volodymyrs’ka Street, 64, Kyiv 01601, Ukraine

DOI:
https://doi.org/10.1090/tpms/949

Keywords:
Biased sample,
mixture of two symmetric distributions,
generalized estimating equations,
adaptive estimators

Received by editor(s):
July 31, 2013

Published electronically:
August 6, 2015

Article copyright:
© Copyright 2015
American Mathematical Society