Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies

DOI10.1214/22-EJS2082MaRDI QIDQ2106786FDOQ2106786

Authors: Eitan Greenshtein, Yaacov Ritov 

Publication date: 19 December 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.09296

zbMATH Keywords

samplingnonparametric empirical Bayesmixing distributionGMLE

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Mixture models: theory, geometry and applications
• Title not available (Why is that?)
• Approximate nonparametric maximum likelihood for mixture models: a convex optimization approach to fitting arbitrary multivariate mixing distributions
• General maximum likelihood empirical Bayes estimation of normal means
• Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Mixed Poisson Distributions
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
• Title not available (Why is that?)
• On the optimal rates of convergence for nonparametric deconvolution problems
• Two modeling strategies for empirical Bayes estimation
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Empirical Bayes Approach to Statistical Decision Problems
• Estimation of sums of random variables: examples and information bounds
• Title not available (Why is that?)
• Confidence Intervals for Nonparametric Empirical Bayes Analysis
• Renormalization exponents and optimal pointwise rates of convergence
• Strong identifiability and optimal minimax rates for finite mixture estimation
• On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
• Consistency of the MLE under mixture models
• Incidental versus random nuisance parameters
• Application of non-parametric empirical Bayes to treatment of non-response

Cited In (2)

• Generalized maximum likelihood estimation of the mean of parameters of mixtures, with applications to sampling
• No need for an oracle: the nonparametric maximum likelihood decision in the compound decision problem is minimax

This page was built for publication: Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2106786)