Linear regression by observations from mixture with varying concentrations

DOI10.15559/15-VMSTA41zbMATH Open1349.62315arXiv1601.01109OpenAlexW2226338431MaRDI QIDQ340794FDOQ340794

Authors: Daryna Liubashenko, R. E. Maiboroda 

Publication date: 15 November 2016

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

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.

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

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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)

Cites Work

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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
• Consistency of local linear regression estimator for mixtures with varying concentrations
• Influences of classification on linear regression estimations
• A generalized Nadaraya–Watson estimator for observations obtained from a mixture
• Title not available (Why is that?)
• Orthogonal regression method for observations from a mixture
• Linear Mixtures: A New Approach to Bivariate Trend Lines
• Confidence ellipsoids for regression coefficients by observations from a mixture
• 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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