2011
DOI: 10.1007/s00180-011-0289-6
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Density estimation and comparison with a penalized mixture approach

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Cited by 32 publications
(36 citation statements)
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“…Adopting a global view, we can estimate the mixture in (1) as a whole using a non-parametric maximum likelihood approach in combination with the Vertex Exchange Method [9] or through the application of a penalised mixture approach [10]. However, in this paper, we will apply a local view and focus on the wild-type component only.…”
Section: Introductionmentioning
confidence: 99%
“…Adopting a global view, we can estimate the mixture in (1) as a whole using a non-parametric maximum likelihood approach in combination with the Vertex Exchange Method [9] or through the application of a penalised mixture approach [10]. However, in this paper, we will apply a local view and focus on the wild-type component only.…”
Section: Introductionmentioning
confidence: 99%
“…Working with densities is often even more intuitive than using distribution functions and there exists a broad literature on mixture models dealing with density estimation (e.g. Schellhase and Kauermann 2012). However, as pointed out in the introduction, transferring the two sample problem to the density framework is not straightforwardly achieved by applying the existing techniques and may be computationally more demanding, so that much work has to be done here.…”
Section: Resultsmentioning
confidence: 99%
“…As shown by Hall et al (2005), the quantities in a reasonable mixture model with two nonparametric components are not identifiable for one-and two-dimensional problems even under certain independence assumptions. The methods often rely on adjusted versions of the EM algorithm (Pilla and Lindsay 2001) or a Newton method (Wang 2010;Schellhase and Kauermann 2012) and in addition can make use of appropriate data transformations (Hettmansperger and Thomas 2000). There also exist several nonparametric approaches to problems involving multiple samples and finite mixture models, as for example proposed by Kolossiatis et al (2013).…”
Section: Introductionmentioning
confidence: 99%
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“…The first stage determines the estimates of the first component using the MBM. Fixing the so-obtained estimates as being the true parameters of the wildtype component, that is, θ 1 , the density of the second component is determined using an extended version of the penalized mixture (PM) approach by Schellhase and Kauermann (2012). Nevertheless, a drawback of this two-stage procedure is that the parameters of the first component are not updated, but kept fixed at the initial estimates provided by the MBM.…”
mentioning
confidence: 99%