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Estimating component cumulative distribution functions in finite mixture models

Elmore, Ryan; Hettmansperger, Thomas; Thomas, Hoben

Description

We propose a method of estimating component distribution functions (cdfs) in finite mixture distributions without specifying a parametric form on the true underlying cdfs. As a result, we develop estimators of the component parameters based on these estimated cdfs. This method requires a vector of observations on each subject and involves discretizing the original data into multinomial bins. This results in a mixture of multinomial distributions which has the same mixing proportions as the...[Show more]

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
URI: http://hdl.handle.net/1885/81611
Source: Communications in Statistics: Theory and Methods
DOI: 10.1081/STA-200026574

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