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相关论文: Semiparametric estimation of a two-component mixtu…

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We consider in this paper the semiparametric mixture of two distributions equal up to a shift parameter. The model is said to be semiparametric in the sense that the mixed distribution is not supposed to belong to a parametric family. In…

统计理论 · 数学 2011-11-10 Cristina Butucea , Pierre Vandekerkhove

We consider a two-component mixture model with one known component. We develop methods for estimating the mixing proportion and the unknown distribution nonparametrically, given i.i.d.~data from the mixture model, using ideas from shape…

统计方法学 · 统计学 2015-11-10 Rohit Kumar Patra , Bodhisattva Sen

We propose a structure of a semiparametric two-component mixture model when one component is parametric and the other is defined through linear constraints on its distribution function. Estimation of a two-component mixture model with an…

统计方法学 · 统计学 2017-12-22 Diaa Al Mohamad , Assia Boumahdaf

This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…

统计理论 · 数学 2013-12-23 Philippe Fraysse

We consider the estimation of the mixing distribution of a normal distribution where both the shift and scale are unobserved random variables. We argue that in general, the model is not identifiable. We give an elegant non-constructive…

统计理论 · 数学 2024-08-20 Ya'acov Ritov

This article discusses the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family. We refer to these mixtures as semi-parametric because no…

统计理论 · 数学 2007-08-07 David R. Hunter , Shaoli Wang , Thomas P. Hettmansperger

Semiparametric models are useful in econometrics, social sciences and medicine application. In this paper, a new estimator based on least square methods is proposed to estimate the direction of unknown parameters in semi-parametric models.…

统计方法学 · 统计学 2023-03-10 Jinyue Han , Jun Wang , Wei Gao , Man-Lai Tang

This paper proposes consistent estimators for transformation parameters in semiparametric models. The problem is to find the optimal transformation into the space of models with a predetermined regression structure like additive or…

统计理论 · 数学 2008-12-18 Oliver Linton , Stefan Sperlich , Ingrid Van Keilegom

We observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters using $M$-estimators. Fourier transform enables to transform…

统计理论 · 数学 2007-12-18 Fabrice Gamboa , Jean-Michel Loubes , Elie Maza

Pattern-mixture models provide a transparent approach for handling missing data, where the full-data distribution is factorized in a way that explicitly shows the parts that can be estimated from observed data alone, and the parts that…

统计方法学 · 统计学 2019-04-26 Yen-Chi Chen , Mauricio Sadinle

In this paper we study the problem of statistical inference on the parameters of the semiparametric variance-mean mixtures. This class of mixtures has recently become rather popular in statistical and financial modelling. We design a…

其他统计学 · 统计学 2017-05-23 Denis Belomestny , Vladimir Panov

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

应用统计 · 统计学 2013-04-04 Van Hanh Nguyen , Catherine Matias

The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs be obtained from the data sample itself. We propose a semi-parametric…

统计方法学 · 统计学 2022-01-06 Stéphane Robin , Luca Scrucca

We propose a structure of a semiparametric two-component mixture model when one component is parametric and the other is defined through L-moments conditions. Estimation of a two-component mixture model with an unknown component is very…

统计方法学 · 统计学 2017-12-22 Diaa Al Mohamad

Binomial data with unknown sizes often appear in biological and medical sciences and are usually overdispersed. All previous methods used parametric models and only considered overdispersion due to the variation of sizes. The proposed…

统计理论 · 数学 2007-06-13 Wei Zhang

We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…

统计理论 · 数学 2017-08-01 Zhou Shen , Michael Levine , Zuofeng Shang

Nonparametric estimation of a mixing distribution based on data coming from a mixture model is a challenging problem. Beyond estimation, there is interest in uncertainty quantification, e.g., confidence intervals for features of the mixing…

统计方法学 · 统计学 2019-06-14 Vaidehi Dixit , Ryan Martin

We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…

统计方法学 · 统计学 2026-02-19 Jianle Sun , Kun Zhang

The study of mixture models constitutes a large domain of research in statistics. In the first part of this work, we present phi-divergences and the existing methods which produce robust estimators. We are more particularly interested in…

统计方法学 · 统计学 2016-11-28 Diaa Al Mohamad

A new estimation method for the two-component mixture model introduced in \cite{Van13} is proposed. This model consists of a two-component mixture of linear regressions in which one component is entirely known while the proportion, the…

统计方法学 · 统计学 2015-01-05 L. Bordes , I. Kojadinovic , P. Vandekerkhove
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