ESTIMATING THE PARAMETERS OF A CONVOLUTION.
STANFORD UNIV CALIF DEPT OF STATISTICS
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The report treats some parametric estimation problems in which one observes a random variable which is the sum of two independent nonidentically distributed random variables. Some basic identifiability theorems are given which suggest the method of moments as a general method for attacking such problems, particularly when one of the summand variables is discrete. Moment estimators and their asymptotic distributions are examined for various specific examples. Author
- Statistics and Probability