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Robust estimation of k-component univariate normal mixtures
Journal article   Peer reviewed

Robust estimation of k-component univariate normal mixtures

B.R. Clarke and C.R. Heathcote
Annals of the Institute of Statistical Mathematics, Vol.46(1), pp.83-93
1994
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Abstract

The estimating equations derived from minimising a L2 distance between the empirical distribution function and the parametric distribution representing a mixture of k normal distributions with possibly different means and/or different dispersion parameters are given explicitly. The equations are of the M estimator form in which the psi function is smooth, bounded and has bounded partial derivatives. As a consequence it is shown that there is a solution of the equations which is robust. In particular there exists a weakly continuous, Fréchet differentiable root and hence there is a consistent root of the equations which is asymptotically normal. These estimating equations offer a robust alternative to the maximum likelihood equations, which are known to yield nonrobust estimators.

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Citation topics
9 Mathematics
9.92 Statistical Methods
9.92.220 Robust Estimation
Web Of Science research areas
Statistics & Probability
ESI research areas
Mathematics
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