Semiparametric inference for mixtures of circular data
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 (0, 1) and f is an unknown density on the circle. In this paper we estimate both the parametric part = (p, R, Q) and the nonparametric part f. The specific problems of identifiability on the circle are studied. A consistent estimator of 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.
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