The minimum L2 distance estimator for Poisson mixture models |
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Authors: | Ian R. Harris Shuyi Shen |
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Affiliation: | a Department of Statistical Science, Southern Methodist University Dallas, TX 75275, United States b Genentech San Francisco, CA 94080, United States |
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Abstract: | A robust estimator is developed for Poisson mixture models with a known number of components. The proposed estimator minimizes the L2 distance between a sample of data and the model. When the component distributions are completely known, the estimators for the mixing proportions are in closed form. When the parameters for the component Poisson distributions are unknown, numerical methods are needed to calculate the estimators. Compared to the minimum Hellinger distance estimator, the minimum L2 estimator can be less robust to extreme outliers, and often more robust to moderate outliers. |
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Keywords: | Divergence Influence function L2 distance Maximum likelihood Mixing proportion Robustness |
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