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  • 标题:Deconvolution estimation of mixture distributions with boundaries
  • 本地全文:下载
  • 作者:Mihee Lee ; Peter Hall ; Haipeng Shen
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2013
  • 卷号:7
  • 页码:323-341
  • DOI:10.1214/13-EJS774
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:In this paper, motivated by an important problem in evolutionary biology, we develop two sieve type estimators for distributions that are mixtures of a finite number of discrete atoms and continuous distributions under the framework of measurement error models. While there is a large literature on deconvolution problems, only two articles have previously addressed the problem taken up in our article, and they use relatively standard Fourier deconvolution. As a result the estimators suggested in those two articles are degraded seriously by boundary effects and negativity. A major contribution of our article is correct handling of boundary effects; our method is asymptotically unbiased at the boundaries, and also is guaranteed to be nonnegative. We use roughness penalization to improve the smoothness of the resulting estimator and reduce the estimation variance. We illustrate the performance of the proposed estimators via our real driving application in evolutionary biology and two simulation studies. Furthermore, we establish asymptotic properties of the proposed estimators.
  • 关键词:Boundary effect;maximum likelihood;measure ment error;mixture distribution;penalization;sieve method.
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