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Non-parametric estimation of finite mixtures from repeated measurements

Accepted version
Peer-reviewed

Type

Article

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Authors

Bonhomme, S 
Robin, JM 

Abstract

jats:titleSummary</jats:title> jats:pThis paper provides methods to estimate finite mixtures from data with repeated measurements non-parametrically. We present a constructive identification argument and use it to develop simple two-step estimators of the component distributions and all their functionals. We discuss a computationally efficient method for estimation and derive asymptotic theory. Simulation experiments suggest that our theory provides confidence intervals with good coverage in small samples.</jats:p>

Description

Keywords

Finite mixture, Repeated measurement data, Reweighting, Two-step estimation

Journal Title

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Conference Name

Journal ISSN

1369-7412
1467-9868

Volume Title

78

Publisher

Oxford University Press (OUP)