当前位置: X-MOL 学术J. Stat. Plann. Inference › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Density estimation of a mixture distribution with unknown point-mass and normal error
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 Y=X+ξ where Y is observable, ξ is a noise random variable with density fξ, X has an unknown mixed density such that P(X=Xc)=1p, P(X=a)=p with Xc being continuous and p(0,1), aR. Typically, in the last decade, the model has been widely considered in a number of papers for the case of fully known quantities a,fξ. In this paper, we relax the assumptions and consider the parametric error ξσN(0,1) with an unknown σ>0. From i.i.d. copies Y1,,Ym of Y we will estimate (σ,p,a,fXc) where fXc is the density of Xc. 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 ÿ=X+ξ 在哪里 ÿ 是可以观察到的 ξ 是具有密度的噪声随机变量 FξX 具有未知的混合密度,使得 PX=XC=1个-pPX=一种=pXC 持续不断 p01个一种[R。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。一种Fξ。在本文中,我们放宽假设并考虑参数误差ξσñ01个 未知 σ>0。来自iid副本ÿ1个ÿÿ 我们将估计 σp一种FXC 在哪里 FXC 是的密度 XC。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。

更新日期:2021-04-23
down
wechat
bug