WEEKLY ACTIVITIES

Estimation in semiparametric mixture model in multiple testing setup
Speaker: Nguyen Van Hanh

Time: 14h00, Wednesday, April 27, 2016
Location: Room 6, Building A14, Institute of Mathematics, 18 Hoang Quoc Viet, Cau Giay, Hanoi
Abstract: In a multiple testing context, we consider a semiparametric mixture model with two components. One component is assumed to be known and corresponds to the distribution of p-values under the null hypothesis with prior probability \theta. The other component f is nonparametric and stands for the distribution under the alternative hypothesis. The problem of estimating the parameters \theta and f of the model appears from the false discovery rate control procedures. We exhibit asymptotically efficient estimators of \theta. We propose and study the asymptotic properties of two different estimators for the unknown component f.

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