scientific article; zbMATH DE number 1537454
The problem of probability density estimation is considered for the case where the training sample contains observations from \(M\) different subpopulations. It is unknown to which subpopulation an element belongs. The statistician knows only the probabilities \(w_j^k\) to obtain an element of the \(k\)-th subpopulation in the \(j\)-th observation. If \(H_k\) denotes the distribution of observations from the \(k\)-th subpopulation, then the distribution of the \(j\)-th observation is \[ \Pr\{\xi_j<x\}=\sum_{k=1}^M w_j^k H_k(x),\quad j=1,\dots, N. \] The author considers a weighted kernel estimate for the density of \(H_k\): \[ \hat p_N^k(x)=(Nh_N)^{-1}\sum_{j=1}^N a_j^N K\left((x-\xi_j)/ h_N)\right), \] where \(a_j^k\) are some nonrandom weights, \(K\) is a kernel and \(h_N\) is a bandwidth. An asymptotic normality result and a convergence rate in \(L_2\) are obtained for this estimate. An adaptive bandwidth selection algorithm is constructed for which the optimal \(L_2\) convergence rate is attained.
- Adaptive nonparametric estimation of a component density in a two-class mixture model
- Density estimation by observations with admixture
- Density estimation in several populations with uncertain population membership
- Estimation of the density of a distribution from data with an admixture
- scientific article; zbMATH DE number 1336714 (Why is no real title available?)
- scientific article; zbMATH DE number 4001180 (Why is no real title available?)
- A generalized Nadaraya–Watson estimator for observations obtained from a mixture
- FAST CORRECTION ALGORITHMS FOR WEIGHTED EMPIRICAL DISTRIBUTION FUNCTIONS
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