Rank approach to the multivariate two-population mixture problem

Shoutir Kishore Chatterjee

Journal of Multivariate Analysis, 1972, vol. 2, issue 3, 261-281

Abstract: 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.

Keywords: Multivariate; two-population; mixture; mixture; rate; rank-scores; linear; rank-score; estimate; optimised; linear; rank; score; estimate; asymptotic; variance (search for similar items in EconPapers)
Date: 1972
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(72)90017-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:2:y:1972:i:3:p:261-281

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().