English

Semiparametric inference for mixtures of circular data

Statistics Theory 2022-06-01 v2 Statistics Theory

Abstract

We consider X 1 ,. .. , X n a sample of data on the circle S 1 , whose distribution is a twocomponent mixture. Denoting R and Q two rotations on S 1 , the density of the X i 's is assumed to be g(x) = pf (R --1 x) + (1 -- p)f (Q --1 x), where p \in (0, 1) and f is an unknown density on the circle. In this paper we estimate both the parametric part θ\theta = (p, R, Q) and the nonparametric part f. The specific problems of identifiability on the circle are studied. A consistent estimator of θ\theta is introduced and its asymptotic normality is proved. We propose a Fourier-based estimator of f with a penalized criterion to choose the resolution level. We show that our adaptive estimator is optimal from the oracle and minimax points of view when the density belongs to a Sobolev ball. Our method is illustrated by numerical simulations.

Keywords

Cite

@article{arxiv.2103.07318,
  title  = {Semiparametric inference for mixtures of circular data},
  author = {Claire Lacour and Thanh Mai Pham Ngoc},
  journal= {arXiv preprint arXiv:2103.07318},
  year   = {2022}
}

Comments

Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, In press

R2 v1 2026-06-24T00:04:04.396Z