Estimation of a two-component mixture model with applications to multiple testing
We consider a two-component mixture model with one known component. We develop methods for estimating the mixing proportion and the unknown distribution non-parametrically, given independent and identically distributed data from the mixture model, using ideas from shape-restricted function estimatio...
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| Veröffentlicht in: | Journal of the Royal Statistical Society. Series B, Statistical methodology Statistical methodology, 2016-09, Vol.78 (4), p.869-893 |
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| container_end_page | 893 |
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| container_issue | 4 |
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| container_title | Journal of the Royal Statistical Society. Series B, Statistical methodology |
| container_volume | 78 |
| creator | Patra, Rohit Kumar Sen, Bodhisattva |
| description | We consider a two-component mixture model with one known component. We develop methods for estimating the mixing proportion and the unknown distribution non-parametrically, given independent and identically distributed data from the mixture model, using ideas from shape-restricted function estimation. We establish the consistency of our estimators. We find the rate of convergence and asymptotic limit of the estimator for the mixing proportion. Completely automated distribution-free honest finite sample lower confidence bounds are developed for the mixing proportion. Connection to the problem of multiple testing is discussed. The identifiability of the model and the estimation of the density of the unknown distribution are also addressed. We compare the estimators proposed, which are easily implementable, with some of the existing procedures through simulation studies and analyse two data sets: one arising from an application in astronomy and the other from a microarray experiment. |
| doi_str_mv | 10.1111/rssb.12148 |
| format | Article |
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| identifier | ISSN: 1369-7412 |
| ispartof | Journal of the Royal Statistical Society. Series B, Statistical methodology, 2016-09, Vol.78 (4), p.869-893 |
| issn | 1369-7412 1467-9868 |
| language | eng |
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| source | Wiley Online Library Journals Frontfile Complete; Business Source Complete; JSTOR Mathematics & Statistics; Jstor Complete Legacy; Oxford University Press Journals All Titles (1996-Current) |
| subjects | Asymptotic properties Automation Computer simulation Confidence intervals Cramér-von Mises statistic Cross-validation Data analysis Estimating Estimators Functional delta method Identifiability Local false discovery rate Lower confidence bound Mathematical analysis Microarray experiment Normal distribution Projection operator Samples Shape-restricted function estimation Statistical methods Statistics Studies |
| title | Estimation of a two-component mixture model with applications to multiple testing |
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