| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152324 | Statistics & Probability Letters | 2011 | 4 Pages |
Abstract
We propose a simple estimator for the weight in a two-component mixture model between a known and an unknown density. We make no parametric assumptions about the unknown component and estimate the weight conservatively, i.e., the estimate is smaller than the true value with high probability. A brief simulation is used to compare the proposal with already available conservative approaches.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alessio Farcomeni, Simona Pacillo,