Nonparametric adaptive inference of birth and death models in a large population limit

Autor:	Boumezoued, Alexandre, Hoffmann, Marc, Jeunesse, Paulien
Rok vydání:	2019
Předmět:	Mathematics - Statistics Theory
Druh dokumentu:	Working Paper
Popis:	Motivated by improving mortality tables from human demography databases, we investigate statistical inference of a stochastic age-evolving density of a population alimented by time inhomogeneous mortality and fertility. Asymptotics are taken as the size of the population grows within a limited time horizon: the observation gets closer to the solution of the Von Foerster Mc Kendrick equation, and the difficulty lies in controlling simultaneously the stochastic approximation to the limiting PDE in a suitable sense together with an appropriate parametrisation of the anisotropic solution. In this setting, we prove new concentration inequalities that enable us to implement the Goldenshluger-Lepski algorithm and derive oracle inequalities. We obtain minimax optimality and adaptation over a wide range of anisotropic H\"older smoothness classes.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1903.00673 Zobrazit plný text záznamu View this record from Arxiv