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• W2757180988 abstract "In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we empirically believe our data are generated from and use these kernels to fit our models. Nevertheless, as long as the chosen kernel and the true kernel are different, statistical inference of mixing measure under this setting will be highly unstable. To overcome this challenge, we propose flexible and efficient robust estimators of the mixing measure in these models, which are inspired by the idea of minimum Hellinger distance estimator, model selection criteria, and superefficiency phenomenon. We demonstrate that our estimators consistently recover the true number of components and achieve the optimal convergence rates of parameter estimation under both the well- and mis-specified kernel settings for any fixed bandwidth. These desirable asymptotic properties are illustrated via careful simulation studies with both synthetic and real data." @default.
• W2757180988 created "2017-10-06" @default.
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• W2757180988 date "2017-09-23" @default.
• W2757180988 modified "2023-10-16" @default.
• W2757180988 title "Robust estimation of mixing measures in finite mixture models" @default.
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• W2757180988 doi "https://doi.org/10.48550/arxiv.1709.08094" @default.
• W2757180988 hasPublicationYear "2017" @default.
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