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Improved estimators for moments constructed from observations of a mixture
Author(s):
R.
Maiboroda;
O.
Kubaichuk
Abstract | References | Similar articles | Additional information Abstract: Procedures for improving weighted empirical distribution functions constructed from mixtures with varying concentrations are considered. The procedures are such that the estimators of moments of the mixture components constructed from weighted empirical distribution functions have specified properties (say, estimators of the variance must not be negative). We prove that the moment estimators constructed from improved weighted empirical distribution functions have the same asymptotic behavior as those constructed from the original weighted empirical distribution functions.
Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2000): 62G05, 62G20 Retrieve articles in all Journals with MSC (2000): 62G05, 62G20
R.
Maiboroda
O.
Kubaichuk
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chuk, Estimation of moments by observations from mixtures with varying concentrations, Theory Stoch. Process. 8(24) (2002), no. 3-4, 226-232. 
boroda and O. Kuba
chuk, Asymptotic normality of improved weighted empirical distribution functions, Teor. Imovirnost. ta Matem. Statist. 69 (2003), 89-95; English transl. in Theor. Probability and Math. Statist. 69 (2004), 95-102. 
boroda, Correlation analysis of mixtures. I, Teor. Imovirnost. ta Matem. Statist. 54 (1996), 105-115; English transl. in Theor. Probability and Math. Statist. 54 (1997), 105-114.