Non-parametric estimation of finite mixtures from repeated measurements
Accepted version
Peer-reviewed
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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
1467-9868
Volume Title
78
Publisher
Oxford University Press (OUP)