New adaptive strategies for nonparametric estimation in linear mixed models

Abstract : This paper surveys new estimators of the density of a random effect in linear mixed-effects models. Data are contaminated by random noise, and we do not observe directly the random effect of interest. The density of the noise is suposed to be known, without assumption on its regularity. However it can also be estimated. We first propose an adaptive nonparametric deconvolution estimation based on a selection method set up in Goldenshluger and Lepski (2011). Then we propose an estimator based on a simpler model selection deviced by contrast penalization. For both of them, non-asymptotic L2-risk bounds are established implying estimation rates, much better than the expected deconvolution ones. Finally the two data-driven strategies are evaluated on simulations and compared with previous proposals.
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Journal of Statistical Planning and Inference, Elsevier, 2014, 50, pp.30-48. <10.1016/j.jspi.2014.03.006>
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Contributeur : Charlotte Dion <>
Soumis le : jeudi 20 mars 2014 - 14:24:40
Dernière modification le : mardi 11 octobre 2016 - 13:25:11
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Charlotte Dion. New adaptive strategies for nonparametric estimation in linear mixed models. Journal of Statistical Planning and Inference, Elsevier, 2014, 50, pp.30-48. <10.1016/j.jspi.2014.03.006>. <hal-00906379v2>

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