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Nonparametric estimation of a mixing density via the kernel method

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  • Goutis, Constantinos

Abstract

We present a method to estimate the latent distribution for a mixture model. Our method is motivated by the standard kernel density estimation but instead of using an estimate based on the unobserved latent variables, we take the expectation with respect to their distribution conditional on the data. The resulting estimator is continuous and, hence, is appropriate when there is a strong belief in the continuity of the mixing distribution. We present an asymptotic justification and we discuss the associated computational problems. The method is illustrated by an example of fission track analysis where we estimate the densi ty of the age of crystals.

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  • Goutis, Constantinos, 1996. "Nonparametric estimation of a mixing density via the kernel method," DES - Working Papers. Statistics and Econometrics. WS 10437, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:10437
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    References listed on IDEAS

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    1. Goutis, Constantinos & Galbraith, Rex F., 1995. "A parametric model for heterogeneity in paired poisson counts," DES - Working Papers. Statistics and Econometrics. WS 10348, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Marron, J S, 1988. "Automatic Smoothing Parameter Selection: A Survey," Empirical Economics, Springer, vol. 13(3/4), pages 187-208.
    3. B. W. Silverman, 1982. "Kernel Density Estimation Using the Fast Fourier Transform," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(1), pages 93-99, March.
    4. Laird, Nan M. & Louis, Thomas A., 1991. "Smoothing the non-parametric estimate of a prior distribution by roughening : A computational study," Computational Statistics & Data Analysis, Elsevier, vol. 12(1), pages 27-37, August.
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    Keywords

    Continuous mixtures;

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