论文标题
通过梅林变换方法对比例混合模型的统计推断
Statistical Inference for Scale Mixture Models via Mellin Transform Approach
论文作者
论文摘要
本文介绍了比例混合模型的统计推断。我们研究了一种基于梅尔蛋白的估计方法 - 可以应用于离散和绝对连续混合分布的stieltjes变换。相应估计值的准确性是根据其预期误差分析的。作为一个重要的技术结果，我们证明了浆果的类似物 - 梅林转化的Esseen不平等。提出的统计方法由数值示例说明。
This paper deals with statistical inference for the scale mixture models. We study an estimation approach based on the Mellin -- Stieltjes transform that can be applied to both discrete and absolute continuous mixing distributions. The accuracy of the corresponding estimate is analysed in terms of its expected pointwise error. As an important technical result, we prove the analogue of the Berry -- Esseen inequality for the Mellin transforms. The proposed statistical approach is illustrated by numerical examples.
