Linear regression by observations from mixture with varying concentrations

DOI10.15559/15-VMSTA41MaRDI QIDQ340794zbMATH OpenOpenAlexFDO

Authors Daryna Liubashenko, R. E. Maiboroda

Publication date 15 November 2016

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

Full work available at URL https://arxiv.org/abs/1601.01109

zbMATH Keywords

asymptotic normalityconsistencynonparametric estimationlinear regressionfinite mixture modelmixture with varying concentrations

Mathematics Subject Classification ID

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

Abstract: We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the least-squares estimator is proposed for estimation of the regression coefficients. Consistency and asymptotic normality of the estimates is demonstrated.

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Cited in

(18)

• Generalized least squares estimates for mixture of nonlinear regressions
• Concentration of estimators of coefficients in mixed regression model
• On the monitoring of mixture simple linear profiles
• Concentration probabilities and generalized mixed regression estimators in regression model
• Influences of classification on linear regression estimations
• Consistency of local linear regression estimator for mixtures with varying concentrations
• A generalized Nadaraya–Watson estimator for observations obtained from a mixture
• scientific article; zbMATH DE number 5215783 (Why is no real title available?)
• Orthogonal regression method for observations from a mixture
• Confidence ellipsoids for regression coefficients by observations from a mixture
• Linear Mixtures: A New Approach to Bivariate Trend Lines
• Residual analysis in regression mixture model
• Cross-validation for local-linear regression by observations from mixture
• Sampling bias correction in the model of mixtures with varying concentrations
• Quantile estimators for regression errors in mixture models with varying concentrations
• Asymptotic normality of modified LS estimator for mixture of nonlinear regressions
• Estimating the Propagation Rate of a Viral Infection of Potato Plants via Mixtures of Regressions
• Mixtures of linear regression with measurement errors

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