Adaptive estimation for a semiparametric model of mixture

Doronin, O.

doi:10.1090/tpms/964

Adaptive estimation for a semiparametric model of mixture

Author: O. V. Doronin
Translated by: N. Semenov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 91 (2014).
Journal: Theor. Probability and Math. Statist. 91 (2015), 29-41
MSC (2010): Primary 62G05, 62G20, 62F12; Secondary 62P25, 62G30
DOI: https://doi.org/10.1090/tpms/964
Published electronically: February 3, 2016
MathSciNet review: 3364121
Full-text PDF Free Access

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Abstract: A model of mixture with varying concentrations is considered. It is assumed that the first of , $1\le K\le M$ , components of the mixture are parameterized. A technique of the adaptive semiparametric estimation is developed by using the generalized estimating equations. It is proved that the estimators are consistent and asymptotically normal.

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