Linear regression by observations from mixture with varying concentrations
Probability
2016-01-07 v1
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.
Cite
@article{arxiv.1601.01109,
title = {Linear regression by observations from mixture with varying concentrations},
author = {Daryna Liubashenko and Rostyslav Maiboroda},
journal= {arXiv preprint arXiv:1601.01109},
year = {2016}
}
Comments
Published at http://dx.doi.org/10.15559/15-VMSTA41 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)