The minimum L2 distance estimator for Poisson mixture models

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A robust estimator is developed for Poisson mixture models with a known number of components. The proposed estimator minimizes the L 2 distance between a sample of data and the model. When the component distributions are completely known, the estimators for the mixing proportions are in closed form. When the parameters for the component Poisson distributions are unknown, numerical methods are needed to calculate the estimators. Compared to the minimum Hellinger distance estimator, the minimum L 2 estimator can be less robust to extreme outliers, and often more robust to moderate outliers.