A comparison of some estimators of the mixture proportion of mixed normal distributions
| dc.contributor.author | Pardo Llorente, María del Carmen | |
| dc.date.accessioned | 2023-06-20T17:08:34Z | |
| dc.date.available | 2023-06-20T17:08:34Z | |
| dc.date.issued | 1997-10-28 | |
| dc.description | This work was supported by Grant DGICYT PB94-0308 | |
| dc.description.abstract | Fisher's method of maximum likelihood breaks down when applied to the problem of estimating the five parameters of a mixture of two normal densities from a continuous random sample of size n. Alternative methods based on minimum-distance estimation by grouping the underlying variable are proposed. Simulation results compare the efficiency as well as the robustness under symmetric departures from component normality of these estimators. Our results indicate that the estimator based on Rao's divergence is better than other classic ones. | |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.sponsorship | DGICYT | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/17878 | |
| dc.identifier.doi | 10.1016/S0377-0427(97)00124-6 | |
| dc.identifier.issn | 0377-0427 | |
| dc.identifier.officialurl | http://www.sciencedirect.com/science/article/pii/S0377042797001246 | |
| dc.identifier.relatedurl | http://www.sciencedirect.com/ | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/57835 | |
| dc.issue.number | 2 | |
| dc.journal.title | Journal of Computational and Applied Mathematics | |
| dc.language.iso | eng | |
| dc.page.final | 217 | |
| dc.page.initial | 207 | |
| dc.publisher | Elsevier Science Bv | |
| dc.relation.projectID | PB94-0308 | |
| dc.rights.accessRights | open access | |
| dc.subject.cdu | 519.22 | |
| dc.subject.keyword | Minimum-distance estimator | |
| dc.subject.keyword | Simulation | |
| dc.subject.keyword | Relative efficiency | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | A comparison of some estimators of the mixture proportion of mixed normal distributions | |
| dc.type | journal article | |
| dc.volume.number | 84 | |
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| dspace.entity.type | Publication |
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