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Flexible estimation of a semiparametric two-component mixture model with one parametric component

机译:具有一个参数成分的半参数两成分混合模型的灵活估计

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We study a two-component semiparametric mixture model where one component distribution belongs to a parametric class, while the other is symmetric but otherwise arbitrary. This semiparametric model has wide applications in many areas such as large-scale simultaneous testing/multiple testing, sequential clustering, and robust modeling. We develop a class of estimators that are surprisingly simple and are unique in terms of their construction. A unique feature of these methods is that they do not rely on the estimation of the nonparametric component of the model. Instead, the methods only require a working model of the unspecified distribution, which may or may not reflect the true distribution. In addition, we establish connections between the existing estimator and the new methods and further derive a semiparametric efficient estimator. We compare our estimators with the existing method and investigate the advantages and cost of the relatively simple estimation procedure.
机译:我们研究了一种两成分半参数混合模型,其中一个成分分布属于一个参数类,而另一个成分对称,但在其他方面是任意的。这种半参数模型在许多领域具有广泛的应用,例如大规模同时测试/多次测试,顺序聚类和鲁棒建模。我们开发了一类估计器,这些估计器非常简单,并且在构造上是独一无二的。这些方法的独特之处在于它们不依赖于模型非参数分量的估计。相反,这些方法仅需要未指定分布的工作模型,该模型可以反映也可以不反映真实的分布。此外,我们在现有估算器与新方法之间建立了联系,并进一步推导了半参数有效估算器。我们将估算器与现有方法进行比较,并研究相对简单的估算程序的优势和成本。

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