Adaptive estimates for the parameter of a mixture of two symmetric distributions. (English. Ukrainian original) Zbl 1232.62045

Sugakova, Olena

Theory Probab. Math. Stat. 82, 149-159 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 146-155.

Summary: A sample is observed from a mixture of two symmetric distributions that differ only by the location parameters. We use the method of estimating equations to estimate the unknown parameters of the components. The method works as follows: first, we construct an estimator for the optimal estimating functions; then we use it to construct adaptive estimators. We study the asymptotic behavior of the resulting estimators.

MSC:

62F12	Asymptotic properties of parametric estimators
62G05	Nonparametric estimation
62G20	Asymptotic properties of nonparametric inference

References:

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