|Inference for Semi-Parametric Mixtures of Symmetric Distributions
Penn State University
Monday, September 11, 2006
4:10 p.m.-5:00 p.m.
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.