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  • 标题:Semiparametric inference for mixtures of circular data
  • 本地全文:下载
  • 作者:Claire Lacour ; Thanh Mai Pham Ngoc
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2022
  • 卷号:16
  • 期号:1
  • 页码:3482-3522
  • DOI:10.1214/22-EJS2024
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We consider X1,…,Xn a sample of data on the circle S1, whose distribution is a two-component mixture. Denoting R and Q two rotations on S1, the density of the Xi’s is assumed to be g(x)=pf(R−1x)+(1−p)f(Q−1x), where p∈(0,1) and f is an unknown density on the circle. In this paper we estimate both the parametric part θ=(p,R,Q) and the nonparametric part f. The specific problems of identifiability on the circle are studied. A consistent estimator of θ is introduced and its asymptotic normality is proved. We propose a Fourier-based estimator of f with a penalized criterion to choose the resolution level. We show that our adaptive estimator is optimal from the oracle and minimax points of view when the density belongs to a Sobolev ball. Our method is illustrated by numerical simulations.
  • 关键词:62G05;62H11;62H30;Circular data;mixture model;Semiparametric estimation
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