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Shape constraint free two-sample contamination model testing

Abstract : In this paper, we consider two-component mixture distributions having one known component. This type of model is of particular interest when a known random phenomenon is contaminated by an unknown random effect. We propose in this setup to compare the unknown random sources involved in two separate samples. For this purpose, we introduce the so-called IBM (Inversion-Best Matching) approach resulting in a relaxed semiparametric Cramér-von Mises type two-sample test requiring very minimal assumptions (shape constraint free) about the unknown distributions. The accomplishment of our work lies in the fact that we establish a functional central limit theorem on the proportion parameters along with the unknown cumulative distribution functions of the model when Patra and Sen [22] prove that the √ n-rate cannot be achieved on these quantities in the basic one-sample case. An intensive numerical study is carried out from a large range of simulation setups to illustrate the asymptotic properties of our test. Finally, our testing procedure is applied to a real-life application through pairwise post-covid mortality effect testing across a panel of European countries.
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Preprints, Working Papers, ...
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https://hal.archives-ouvertes.fr/hal-03201760
Contributor : Xavier Milhaud Connect in order to contact the contributor
Submitted on : Monday, April 19, 2021 - 11:46:05 AM
Last modification on : Friday, January 21, 2022 - 3:28:02 AM
Long-term archiving on: : Tuesday, July 20, 2021 - 6:34:56 PM

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  • HAL Id : hal-03201760, version 1

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Xavier Milhaud, Denys Pommeret, Yahia Salhi, Pierre Vandekerkhove. Shape constraint free two-sample contamination model testing. 2021. ⟨hal-03201760⟩

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