کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149797 | 957895 | 2009 | 16 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Minimum Hellinger distance estimation in a nonparametric mixture model
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Minimum Hellinger distance estimation in a nonparametric mixture model Minimum Hellinger distance estimation in a nonparametric mixture model](/preview/png/1149797.png)
چکیده انگلیسی
In this paper, we investigate the estimation problem of the mixture proportion λ in a nonparametric mixture model of the form λF(x)+(1-λ)G(x) using the minimum Hellinger distance approach, where F and G are two unknown distributions. We assume that data from the distributions F and G as well as from the mixture distribution λF+(1-λ)G are available. We construct a minimum Hellinger distance estimator of λ and study its asymptotic properties. The proposed estimator is chosen to minimize the Hellinger distance between a parametric mixture model and a nonparametric density estimator. We also develop a maximum likelihood estimator of λ. Theoretical properties such as the existence, strong consistency, asymptotic normality and asymptotic efficiency of the proposed estimators are investigated. Robustness properties of the proposed estimator are studied using a Monte Carlo study. Two real data examples are also analyzed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 3, 1 March 2009, Pages 1118-1133
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 3, 1 March 2009, Pages 1118-1133
نویسندگان
R.J. Karunamuni, J. Wu,