Rank approach to the multivariate two-population mixture problem

Given three independent multivariate samples, of which, two are from unknown populations that are known to be distinct and the other is from an unknown mixture of the two, the problem of estimation of the mixture rate is considered. A procedure based on linearly compounded rank-scores is studied and the problem of optimisation with respect to the compounding coefficients so as to minimize the asymptotic variance of the estimate is solved.

MoreLess

Year of publication:	1972
Authors:	Chatterjee, Shoutir Kishore
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 2.1972, 3, p. 261-281
Publisher:	Elsevier
Keywords:	Multivariate two-population mixture mixture rate rank-scores linear rank-score estimate optimised linear rank score estimate asymptotic variance

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199595