Test on components of mixture densities

DOI10.1524/strm.2011.1065zbMath1228.62054MaRDI QIDQ3107440

Christophe Pouet, Florent Autin

Publication date: 23 December 2011

Published in: Statistics & Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/strm.2011.1065

zbMATH Keywords

Besov spaces; wavelet decomposition; mixture model; nonparametric tests; minimax theory

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

62H15: Hypothesis testing in multivariate analysis

62C20: Minimax procedures in statistical decision theory

Related Items

Linear regression by observations from mixture with varying concentrations, Testing hypotheses on moments by observations from a mixture with varying concentrations, Minimax rates over Besov spaces in ill-conditioned mixture-models with varying mixing-weights, Adaptive test on components of densities mixture, Confidence ellipsoids for regression coefficients by observations from a mixture, Asymptotic normality of modified LS estimator for mixture of nonlinear regressions, Sampling bias correction in the model of mixtures with varying concentrations, Testing the means of subgroups in the varying mixing weight model, Adaptive estimation for a semiparametric model of mixture, Generalized estimating equations for mixtures with varying concentrations, Lower bound for a dispersion matrix for the semiparametric estimation in a model of mixtures, Adaptive test on means homogeneity by observations from a mixture

Cites Work

• Adaptive hypothesis testing using wavelets
• Nonparametric estimation of component distributions in a multivariate mixture
• Empirical likelihood ratio based confidence intervals for mixture proportions
• Asymptotic theory of the likelihood ratio test for the identification of a mixture
• Density estimation by wavelet thresholding
• Oracle inequalities for inverse problems
• Estimates for distributions of components of mixtures with varying concentrations
• Adaptive minimax testing in the discrete regression scheme
• Nonparametric homogeneity tests
• Asymptotic normality in mixture models
• Likelihood ratio test for univariate Gaussian mixture
• Maximal spaces with given rate of convergence for thresholding algorithms