Nonparametric estimation of finite mixtures from repeated measurements - Sciences Po Accéder directement au contenu
Article Dans Une Revue Journal of the Royal Statistical Society: Series B Année : 2015

Nonparametric estimation of finite mixtures from repeated measurements

Résumé

This paper provides methods to estimate finite mixtures from data with repeated measurements non-parametrically. We present a constructive identification argument and use it to develop simple two-step estimators of the component distributions and all their functionals. We discuss a computationally efficient method for estimation and derive asymptotic theory. Simulation experiments suggest that our theory provides confidence intervals with good coverage in small samples.

Dates et versions

hal-03568247 , version 1 (12-02-2022)

Identifiants

Citer

Koen Jochmans, Stéphane Bonhomme, Jean-Marc Robin. Nonparametric estimation of finite mixtures from repeated measurements. Journal of the Royal Statistical Society: Series B, 2015, 78 (1), ⟨10.1111/rssb.12110⟩. ⟨hal-03568247⟩
18 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More