ABSTRACT

We will discuss the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family.  We will develop a distance based method for estimating the component locations, mixing parameters, and shape of the location model.  In the case of L-2 distance the location estimator is a generalization of the Hodges-Lehmann estimate of location. We will illustrate the methodology on the Old Faithful data.