Lower bound for a dispersion matrix for the semiparametric estimation in a model of mixtures

Lower bound for a dispersion matrix for the semiparametric estimation in a model of mixtures

The model of mixtures with varying concentrations is discussed. The parameterization of the first KK of MM components is considered. The semiparametric estimation technique based on the method of generalized estimating equations is considered. The consistency and asymptotic normality of estimators a...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Theory of probability and mathematical statistics 2015-08, Vol.90, p.71-85
1. Verfasser: Doronin, O. V.
Format: Artikel
Sprache:eng
Schlagworte:
Research article
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:The model of mixtures with varying concentrations is discussed. The parameterization of the first KK of MM components is considered. The semiparametric estimation technique based on the method of generalized estimating equations is considered. The consistency and asymptotic normality of estimators are proved. A lower bound for the dispersion matrix is found.
ISSN:0094-9000
1547-7363
DOI:10.1090/tpms/950