Journal of Statistical Planning and Inference ( IF 0.8 ) Pub Date : 2021-04-18 , DOI: 10.1016/j.jspi.2021.04.002 Dang Duc Trong , Nguyen Hoang Thanh , Nguyen Dang Minh , Nguyen Nhu Lan
We consider the model where is observable, is a noise random variable with density , has an unknown mixed density such that , with being continuous and , . Typically, in the last decade, the model has been widely considered in a number of papers for the case of fully known quantities . In this paper, we relax the assumptions and consider the parametric error with an unknown . From i.i.d. copies of we will estimate where is the density of . We also find the lower bound of convergence rate and verify the minimax property of established estimators.
中文翻译:
具有未知点质量和正态误差的混合物分布的密度估计
我们考虑模型 在哪里 是可以观察到的 是具有密度的噪声随机变量 , 具有未知的混合密度,使得 , 和 持续不断 , 。通常,在过去的十年中,对于数量完全已知的情况,该模型已在许多论文中得到了广泛的考虑。。在本文中,我们放宽假设并考虑参数误差 未知 。来自iid副本 的 我们将估计 在哪里 是的密度 。我们还找到收敛速度的下界,并验证已建立估计量的minimax属性。