Suppose that univariate data are drawn from a mixture of two distributions that are equal up to a shift parameter. Such a model is known to be nonidentifiable from a nonparametric viewpoint. However, if we assume that the unknown mixed distribution is symmetric, we obtain the identifiability of this model, which is then defined by four unknown parameters: the mixing proportion, two location parameters and the cumulative distribution function of the symmetric mixed distribution. We propose estimators for these four parameters when no training data is available. Our estimators are shown to be strongly consistent under mild regularity assumptions and their convergence rates are studied. Their finite-sample properties are illustrated by a Monte Carlo study and our method is applied to real data.Comment: Published at http://dx.doi.org/10.1214/009053606000000353 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

We consider a two-component mixture model where one component distribution is known while the mixing proportion and the other component distribution are unknown. These kinds of models were first introduced in biology to study the differences in expression between genes. The various estimation methods proposed till now have all assumed that the unknown distribution belongs to a parametric family. In this paper, we show how this assumption can be relaxed. First, we note that generally the above model is not identifiable, but we show that under moment and symmetry conditions some 'almost everywhere' identifiability results can be obtained. Where such identifiability conditions are fulfilled we propose an estimation method for the unknown parameters which is shown to be strongly consistent under mild conditions. We discuss applications of our method to microarray data analysis and to the training data problem. We compare our method to the parametric approach using simulated data and, finally, we apply our method to real data from microarray experiments. Copyright 2006 Board of the Foundation of the Scandinavian Journal of Statistics..

To cite this version:Abstract. Recently several authors considered finite mixture models with semi-/nonparametric component distributions. Identifiability of such model parameters is generally not obvious, and when it occurs, inference methods are rather specific to the mixture model under consideration. In this paper we propose a generalization of the EM algorithm to semiparametric mixture models. Our approach is methodological and can be applied to a wide class of semiparametric mixture models. The behavior of the EM type estimators we propose is studied numerically through several Monte Carlo experiments but also by comparison with alternative methods existing in the literature. In addition to these numerical experiments we provide applications to real data showing that our estimation methods behaves well, that it is fast and easy to be implemented.

We consider in this paper the semiparametric mixture of two distributions equal up to a shift parameter. The model is said to be semiparametric in the sense that the mixed distribution is not supposed to belong to a parametric family. In order to insure the identifiability of the model it is assumed that the mixed distribution is symmetric, the model being then defined by the mixing proportion, two location parameters, and the probability density function of the mixed distribution. We propose a new class of M -estimators of these parameters based on a Fourier approach, and prove that they are √ n-consistent under mild regularity conditions. Their finite-sample properties are illustrated by a Monte Carlo study and a benchmark real dataset is also studied with our method.