Confidence ellipsoids for regression coefficients by observations from a mixture

DOI10.15559/18-VMSTA105zbMATH Open1392.62208arXiv1806.03850WikidataQ129731928 ScholiaQ129731928MaRDI QIDQ1645199FDOQ1645199

Authors: Vitalii Miroshnichenko, R. E. Maiboroda 

Publication date: 28 June 2018

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Abstract: Confidence ellipsoids for linear regression coefficients are constructed by observations from a mixture with varying concentrations. Two approaches are discussed. The first one is the nonparametric approach based on the weighted least squares technique. The second one is an approximate maximum likelihood estimation with application of the EM-algorithm for the estimates calculation.

Full work available at URL: https://arxiv.org/abs/1806.03850

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zbMATH Keywords

maximum likelihoodnonparametric estimationlinear regressionfinite mixture modelEM-algorithmmixture with varying concentrationsconfidence ellipsoid

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Cites Work

• Statistical analysis of finite mixture distributions
• The EM Algorithm and Extensions, 2E
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• Fitting mixtures of linear regressions
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• Sampling bias correction in the model of mixtures with varying concentrations
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Cited In (8)

• Conservative confidence ellipsoids for linear model parameters
• Fast calculations of jackknife covariance matrix estimator
• Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology
• A generalized Nadaraya–Watson estimator for observations obtained from a mixture
• Linear regression by observations from mixture with varying concentrations
• Jackknife covariance matrix estimation for observations from mixture
• Estimating the Propagation Rate of a Viral Infection of Potato Plants via Mixtures of Regressions
• Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models

Uses Software

• mixtools

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