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The asymptotic normality of estimates for parameters of the concentration functions of mixtures. (English. Russian original) Zbl 0852.62028

Theory Probab. Math. Stat. 49, 111-114 (1994); translation from Teor. Jmovirn. Mat. Stat. 49, 155-160 (1993).
Summary: Some estimates for parameters of the concentration functions are considered for mixtures with time-varying concentration. A method for constructing refining corrections to the estimates with a slow rate of convergence is proposed. The asymptotic normality of the refined estimates is proved.

MSC:

62F12 Asymptotic properties of parametric estimators
60F05 Central limit and other weak theorems
62E20 Asymptotic distribution theory in statistics
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