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Theory of Probability and Mathematical Statistics



Orthogonal regression for observations from mixtures

R. Maiboroda, H. Navara, O. Sugakova

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Abstract: A generalization of orthogonal regression estimators is considered for estimation of simple regression coefficients in the error-in-variables model with observations from a mixture with varying concentrations. Consistency and asymptotic normality of the estimators are shown. The dispersion matrix is evaluated.

Keywords: mixture with varying concentrations, orthogonal regression, generalized estimating equations.

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