New adaptive strategies for nonparametric estimation in linear mixed models - Archive ouverte HAL
Article Dans Une Revue Journal of Statistical Planning and Inference Année : 2014

New adaptive strategies for nonparametric estimation in linear mixed models

Résumé

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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Dates et versions

hal-00906379 , version 1 (19-11-2013)
hal-00906379 , version 2 (20-03-2014)

Identifiants

Citer

Charlotte Dion. New adaptive strategies for nonparametric estimation in linear mixed models. Journal of Statistical Planning and Inference, 2014, 50, pp.30-48. ⟨10.1016/j.jspi.2014.03.006⟩. ⟨hal-00906379v2⟩
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