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

Author:
O. V. Doronin

Translated by:
S. Kvasko

Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom **90** (2014).

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

Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: The model of mixtures with varying concentrations is discussed. The parameterization of the first of 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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Additional Information

**O. V. Doronin**

Affiliation:
Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Volodymyrs’ka Street, 64, Kyiv 01601, Ukraine

Email:
al_doronin@ukr.net

DOI:
https://doi.org/10.1090/tpms/950

Keywords:
Lower bound,
mixture model,
generalized estimating equations

Received by editor(s):
July 1, 2013

Published electronically:
August 6, 2015

Article copyright:
© Copyright 2015
American Mathematical Society