On location mixtures with Pólya frequency components

Fadoua Balabdaoui; Cristina Butucea

doi:10.1016/j.spl.2014.08.013

On location mixtures with Pólya frequency components

Fadoua Balabdaoui
, Cristina Butucea

Université Paris Dauphine
Université Gustave Eiffel

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

We consider the problem of mixing k random variables where each of the k components results from shifting a common random variable X₀ with a certain probability. We show that if X₀ admits a density that is a Pólya frequency function with E[X₀]=0, then k, a₁, . . ., a_k and π₁, . . ., π_k are identifiable for any k≥1. We discuss how log-concave maximum likelihood can be used to estimate the mixed and the unknown density f₀ when the latter is symmetric.

langue originale	Anglais
Pages (de - à)	144-149
Nombre de pages	6
journal	Statistics and Probability Letters
Volume	95
Les DOIs	https://doi.org/10.1016/j.spl.2014.08.013
état	Publié - 1 déc. 2014
Modification externe	Oui

Accès au document

10.1016/j.spl.2014.08.013

Autres fichiers et liens

Lien vers la publication dans Scopus

Contient cette citation

@article{422b35efaa504abeafcf5ffc68875638,

title = "On location mixtures with P{\'o}lya frequency components",

abstract = "We consider the problem of mixing k random variables where each of the k components results from shifting a common random variable X0 with a certain probability. We show that if X0 admits a density that is a P{\'o}lya frequency function with E[X0]=0, then k, a1, . . ., ak and π1, . . ., πk are identifiable for any k≥1. We discuss how log-concave maximum likelihood can be used to estimate the mixed and the unknown density f0 when the latter is symmetric.",

keywords = "62G10, Identifiability, Laplace transform, Log-concave, Maximum likelihood, P{\'o}lya frequency function",

author = "Fadoua Balabdaoui and Cristina Butucea",

note = "Publisher Copyright: {\textcopyright} 2014 Elsevier B.V.",

year = "2014",

month = dec,

day = "1",

doi = "10.1016/j.spl.2014.08.013",

language = "English",

volume = "95",

pages = "144--149",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

}

TY - JOUR

T1 - On location mixtures with Pólya frequency components

AU - Balabdaoui, Fadoua

AU - Butucea, Cristina

PY - 2014/12/1

Y1 - 2014/12/1

N2 - We consider the problem of mixing k random variables where each of the k components results from shifting a common random variable X0 with a certain probability. We show that if X0 admits a density that is a Pólya frequency function with E[X0]=0, then k, a1, . . ., ak and π1, . . ., πk are identifiable for any k≥1. We discuss how log-concave maximum likelihood can be used to estimate the mixed and the unknown density f0 when the latter is symmetric.

AB - We consider the problem of mixing k random variables where each of the k components results from shifting a common random variable X0 with a certain probability. We show that if X0 admits a density that is a Pólya frequency function with E[X0]=0, then k, a1, . . ., ak and π1, . . ., πk are identifiable for any k≥1. We discuss how log-concave maximum likelihood can be used to estimate the mixed and the unknown density f0 when the latter is symmetric.

KW - 62G10

KW - Identifiability

KW - Laplace transform

KW - Log-concave

KW - Maximum likelihood

KW - Pólya frequency function

UR - https://www.scopus.com/pages/publications/84954466580

U2 - 10.1016/j.spl.2014.08.013

DO - 10.1016/j.spl.2014.08.013

M3 - Article

AN - SCOPUS:84954466580

SN - 0167-7152

VL - 95

SP - 144

EP - 149

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

On location mixtures with Pólya frequency components

Résumé

Accès au document

Autres fichiers et liens

Empreinte digitale

Contient cette citation