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Nonparametric estimation for contamination distribution
作者单位:1,2
基金项目:国家自然科学基金,National Docter Foundation of China and special finance support of Chinese Academy of Sciences
摘    要:In the paper, for the contamination distribution model F(x) = (1-α)F1(x)+αF2(x), the estimates of α and F1 (x) are studied using two different ways when F2 (x) is known and the strong consistency of the two estimates is proved. At the same time the consistency rate of estimate α is also given.

关 键 词:污染物分配  密度比率  估计量  数理统计

Nonparametric estimation for contamination distribution
Authors:Jun Hui  Bai-qi Miao  Jing Ning  Heng Peng
Institution:[1]Dept. of Statist. and Finance, Univ. of Sci. and Tech. of China, Hefei 230026, China [2]Dept. of Math., Hefei Univ. of Tech., Hefei 230009, China
Abstract:In the paper, for the contamination distribution model F(x)=(1-α)F1(x) αF2(x), the estimates of α and F1(x) are studied using two different ways when F2(x) is known and the strong consistency of the two estimates is proved. At the same time the consistency rate of estimate α is also given.
Keywords:contamination distribution  strong consistency  rate of consistency
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