Estimation of a Two-component Mixture Model with Applications to Multiple Testing

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...