Adaptive estimators for parameters of a mixture of two symmetric distributions
Olena Sugakova · Theory of Probability and Mathematical Statistics · 2011
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 unknown parameters of the components. The methods 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 resulting estimators.