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Wavelet‐based estimators for mixture regression

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  • Michel H. Montoril
  • Aluísio Pinheiro
  • Brani Vidakovic

Abstract

We consider a process that is observed as a mixture of two random distributions, where the mixing probability is an unknown function of time. The setup is built upon a wavelet‐based mixture regression. Two linear wavelet estimators are proposed. Furthermore, we consider three regularizing procedures for each of the two wavelet methods. We also discuss regularity conditions under which the consistency of the wavelet methods is attained and derive rates of convergence for the proposed estimators. A Monte Carlo simulation study is conducted to illustrate the performance of the estimators. Various scenarios for the mixing probability function are used in the simulations, in addition to a range of sample sizes and resolution levels. We apply the proposed methods to a data set consisting of array Comparative Genomic Hybridization from glioblastoma cancer studies.

Suggested Citation

  • Michel H. Montoril & Aluísio Pinheiro & Brani Vidakovic, 2019. "Wavelet‐based estimators for mixture regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(1), pages 215-234, March.
    • Handle: RePEc:bla:scjsta:v:46:y:2019:i:1:p:215-234
    DOI: 10.1111/sjos.12344
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