Semiparametric mixture of binomial regression with a degenerate component

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dc.contributor.author Cao, J.
dc.contributor.author Yao, Weixin
dc.date.accessioned 2012-05-24T16:09:23Z
dc.date.available 2012-05-24T16:09:23Z
dc.date.issued 2012-05-24
dc.identifier.uri http://hdl.handle.net/2097/13862
dc.description.abstract Many historical datasets contain a large number of zeros, and cannot be modeled directly using a single distribution. Motivated by rain data from a global climate model, we study a semiparametric mixture of binomial regression, in which both the component proportions and the success probabilities depend on the predictors nonparametrically. An EM algorithm is proposed to estimate this semiparametric mixture model by maximizing the local likelihood function. We also consider a special case in which the component proportions are constant while the component success probabilities still depend on the predictors nonparametrically. This model is estimated by a one-step backfitting procedure, and the estimates are shown to achieve the optimal convergence rates. The asymptotic properties of the estimates for both models are established. The proposed procedures are demonstrated by modelling rain data from a global climate model and historical rain data from Edmonton, Canada. Simulation studies show that satisfactory estimates are obtained for the proposed models for finite samples. en_US
dc.relation.uri http://www3.stat.sinica.edu.tw/statistica/j22n1/j22n12/j22n12.html en_US
dc.rights Permission to archive granted by Institute of Statistical Science, Academia Sinica, May 22, 2012. en_US
dc.subject Climate change en_US
dc.subject EM algorithm en_US
dc.subject Weather data en_US
dc.title Semiparametric mixture of binomial regression with a degenerate component en_US
dc.type Article (publisher version) en_US
dc.date.published 2012 en_US
dc.citation.doi doi:10.5705/ss.2010.062 en_US
dc.citation.epage 46 en_US
dc.citation.issue 1 en_US
dc.citation.jtitle Statistica Sinica en_US
dc.citation.spage 27 en_US
dc.citation.volume 22 en_US
dc.contributor.authoreid wxyao en_US


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