A fiducial approach to nonparametric deconvolution problem: discrete case

2020/06/09 by Cui, Yifan, Hannig, Jan
#Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2006.05381

Abstract

Fiducial inference, as generalized by Hannig et al. (2016), is applied to nonparametric g-modeling (Efron, 2016) in the discrete case. We propose a computationally efficient algorithm to sample from the fiducial distribution, and use the generated samples to construct point estimates and confidence intervals. We study the theoretical properties of the fiducial distribution and perform extensive simulations in various scenarios. The proposed approach yields good statistical performance in terms of the mean squared error of point estimators and the coverage of confidence intervals. Furthermore, we apply the proposed fiducial method to estimate the probability of each satellite site being malignant using gastric adenocarcinoma data with 844 patients (Efron, 2016).

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