Minimum Profile Hellinger Distance Estimation For A Semiparametric Mixture Model

@inproceedings{Xiang2014MinimumPH,
  title={Minimum Profile Hellinger Distance Estimation For A Semiparametric Mixture Model},
  author={Sijia Xiang and Weixin Yao and Jingjing Wu},
  year={2014}
}
In this paper, we propose a new effective estimator for a class of semiparametric mixture models where one component has known distribution with possibly unknown parameters while the other component density and the mixing proportion are unknown. Such semiparametric mixture models have been often used in multiple hypothesis testing and the sequential clustering algorithm. The proposed estimator is based on the minimum profile Hellinger distance (MPHD), and its theoretical properties are… CONTINUE READING