Theory of Probability and Mathematical Statistics
Estimation of parameters of a mixture of two symmetric distributions from a biased sample
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.
Keywords: Biased sample, mixture of two symmetric distributions, generalized estimating equations, adaptive estimators
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