van der Vaart, A. W.; Wellner, Jon A. - In: Journal of Multivariate Analysis 43 (1992) 1, pp. 133-146
Suppose one observes a sample of size m from the mixture density [integral operator] p(xz) d[eta](z) and a sample of size n from the distribution [eta]. The kernel p(xz) is known. We show existence of the maximum likelihood estimator for [eta], characterize its support, and prove consistency as...