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Bonhomme, S., Jochmans, K., & Robin, J.-M. (2016). Non-parametric estimation of finite mixtures from repeated measurements, Journal of the Royal Statistical Society. Series B (Statistical Methodology), 78(1), 211–229. Added by: Rucknium (22/02/2025, 23:13) |
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| Resource type: Journal Article ID no. (ISBN etc.): 13697412, 14679868 BibTeX citation key: anon2016a View all bibliographic details  |
Categories: Not Monero-focused Creators: Bonhomme, Jochmans, Robin Collection: Journal of the Royal Statistical Society. Series B (Statistical Methodology) |
Views: 79/143
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Attachments
bonhomme2015.pdf  [12/26]
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URLs http://www.jstor.org/stable/24775334 |
| Abstract |
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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.
Added by: Rucknium |