Wavelet-based estimators for mixture regression

Autor(es)

Montoril, Michel H. ^[1] ; Pinheiro, Aluisio ^[2] ; Vidakovic, Brani ^[3]

Afiliação do(s) autor(es)

^[1] Univ Fed Juiz de Fora, Dept Stat, BR-36036330 Juiz De Fora - Brazil

^[2] Univ Estadual Campinas, Dept Stat, Campinas, SP - Brazil

^[3] Georgia Inst Technol, H Milton Stewart Sch Ind & Syst Engn, Atlanta, GA 30332 - USA

• Tipo de documento: Artigo Científico
• Fonte: SCANDINAVIAN JOURNAL OF STATISTICS; v. 46, n. 1, p. 215-234, MAR 2019.
• Citações Web of Science: 0

Resumo

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. (AU)

• Processo FAPESP: 13/09035-1 - Modelos de regressão para dados funcionais
• Beneficiário: Michel Helcias Montoril
• Modalidade de apoio: Bolsas no Brasil - Pós-Doutorado
• Processo FAPESP: 13/21273-5 - Estimação de modelos de regressão linear semifuncionais via ondaletas
• Beneficiário: Michel Helcias Montoril
• Modalidade de apoio: Bolsas no Exterior - Estágio de Pesquisa - Pós-Doutorado
• Processo FAPESP: 13/00506-1 - Séries temporais, ondaletas e análise de dados funcionais
• Beneficiário: Pedro Alberto Morettin
• Modalidade de apoio: Auxílio à Pesquisa - Temático