Estimation of a Two-component Mixture Model with Applications to Multiple Testing
Neyman Seminar
Oct 12, 2016, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Bodhisattva Sen, Department of Statistics, Columbia University (Speaker)
Abstract: We conisder estimation and inference in a two component
mixture model where the distribution of one component is completely
unknown. We develop methods for estimating the mixing proportion and
the unknown distribution nonparametrically, given i.i.d. data from the
mixture model. We use ideas from shape restricted function estimation
and develop "tuning parameter free" estimators...