Comment on “Estimating Mixtures of Normal Distributions and Switching Regressions”
K.D. Kumar, E. H. Nicklin, A. S. Paulson · Journal of the American Statistical Association · 1979
We wish to commend Professors Quandt and Ramsey for presenting an article (Quandt and Ramsey 1978) which is at once stimulating and certain to cause controversy. The problem of the estimation of the parameters of the mixture of normals is an old one which has resisted completely satisfactory resolution; the last word has not yet been heard on this problem. Presumably, more than a few more will be generated by the appearance of this article. The density in question is: