Semiparametric mixtures of nonparametric regressions (Q158425)

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scientific article; zbMATH DE number 6836002
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    Semiparametric mixtures of nonparametric regressions
    scientific article; zbMATH DE number 6836002

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      70
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      1
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      131-154
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      5 November 2016
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      8 February 2018
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      Semiparametric mixtures of nonparametric regressions (English)
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      The authors propose a new class of semiparametric mixtures of regression models. Regression spline estimates are considered and the authors claim their simplicity. The proportions and variances remain constants and the component regression functions are considered as smooth functions of a certain covariate. Its identifiability is determined and the proposed estimation procedure seems to have an optimal convergence rate for both the global parameters and the nonparametric regression functions.
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      EM algorithm
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      kernel regression
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      mixture of regression models
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      semiparametric mixture models
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