Lower bound for a dispersion matrix for the semiparametric estimation in a model of mixtures

Doronin, O.

doi:10.1090/tpms/950

Lower bound for a dispersion matrix for the semiparametric estimation in a model of mixtures

Author: O. V. Doronin
Translated by: S. Kvasko
Journal: Theor. Probability and Math. Statist. 90 (2015), 71-85
MSC (2010): Primary 62G05, 62G20, 62F12; Secondary 62P25, 62G30
DOI: https://doi.org/10.1090/tpms/950
Published electronically: August 6, 2015
MathSciNet review: 3241861
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Abstract: The model of mixtures with varying concentrations is discussed. The parameterization of the first $K$ of $M$ components is considered. The semiparametric estimation technique based on the method of generalized estimating equations is considered. The consistency and asymptotic normality of estimators are proved. A lower bound for the dispersion matrix is found.

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