Non-parametric estimation of finite mixtures from repeated measurements

作者：Bonhomme Stephane; Jochmans Koen^*; Robin Jean Marc

来源：Journal of the Royal Statistical Society - Series B: Statistical Methodology , 2016, 78(1): 211-229.

DOI：10.1111/rssb.12110

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

This 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.

• 出版日期2016-1