Flexible estimation of a semiparametric two-component mixture model with one parametric component
نویسندگان
چکیده
منابع مشابه
Flexible estimation of a semiparametric two-component mixture model with one parametric component
We study a two-component semiparametric mixture model where one component distribution belongs to a parametric class, while the other is symmetric but otherwise arbitrary. This semiparametric model has wide applications in many areas such as large-scale simultaneous testing/multiple testing, sequential clustering, and robust modeling. We develop a class of estimators that are surprisingly simpl...
متن کاملSemiparametric Estimation of a Two-component Mixture Model
Suppose that univariate data are drawn from a mixture of two distributions that are equal up to a shift parameter. Such a model is known to be nonidentifiable from a nonparametric viewpoint. However, if we assume that the unknown mixed distribution is symmetric, we obtain the identifiability of this model, which is then defined by four unknown parameters: the mixing proportion, two location par...
متن کاملSemiparametric estimation of a mixture of two linear regressions in which one component is known
A new estimation method for the two-component mixture model introduced in Vandekerkhove (2012) is proposed. This model, which consists of a two-component mixture of linear regressions in which one component is entirely known while the proportion, the slope, the intercept and the error distribution of the other component are unknown, seems to be of interest for the analysis of large datasets pro...
متن کاملSemiparametric Estimation of a Two-component Mixture Model by Laurent Bordes, Stéphane Mottelet
Suppose that univariate data are drawn from a mixture of two distributions that are equal up to a shift parameter. Such a model is known to be nonidentifiable from a nonparametric viewpoint. However, if we assume that the unknown mixed distribution is symmetric, we obtain the identifiability of this model, which is then defined by four unknown parameters: the mixing proportion, two location par...
متن کاملSemiparametric Mixture of Binomial Regression with a Degenerate Component
Many datasets contain a large number of zeros, and cannot be modeled directly using a single distribution. Motivated by rain data from a global climate model, we study a semiparametric mixture of binomial regressions, in which both the component proportions and the success probabilities depend on the predictors nonparametrically. An EM algorithm is proposed to estimate this semiparametric mixtu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2015
ISSN: 1935-7524
DOI: 10.1214/15-ejs1008