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Modern Stochastics: Theory and Applications


Linear regression by observations from mixture with varying concentrations
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Volume 2, Issue 4 (2015), pp. 343–353
Pub. online: 4 December 2015      Type: Research Article      Open accessOpen Access
Received
20 October 2015
Revised
22 November 2015
Accepted
26 November 2015
Published
4 December 2015

Abstract

We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the least-squares estimator is proposed for estimation of the regression coefficients. Consistency and asymptotic normality of the estimates is demonstrated.

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Copyright
© 2015 The Author(s). Published by VTeX
Open access article under the CC BY license.

Keywords
Finite mixture model linear regression mixture with varying concentrations nonparametric estimation asymptotic normality consistency

MSC2010
62J05 62G20

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