3 papers
math.ST2025
Rates of Convergence of Maximum Smoothed Log-Likelihood Estimators for Semi-Parametric Multivariate Mixtures
Marie Du Roy de Chaumaray, Michael Levine, Matthieu Marbac
Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densit…
stat.ME2025
A monotonic MM-type algorithm for estimation of nonparametric finite mixture models with dependent marginals
Michael Levine
In this manuscript, we consider a finite nonparametric mixture model with non-independent marginal density functions. Dependence between the marginal densities is modeled using a c…
math.ST2019
ACF estimation via difference schemes for a semiparametric model with m-dependent errors
Michael Levine, Inder Tecuapetla-Gomez
In this manuscript, we discuss a class of difference-based estimators of the autocovariance structure in a semiparametric regression model where the signal is discontinuous and the…