Theory of Probability and Mathematical Statistics
Adaptive estimation for a semiparametric model of mixture
O. V. Doronin
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Abstract: A model of mixture with varying concentrations is considered. It is assumed that the first K of M, 1≤K≤M, components of the mixture are parameterized. A technique of the adaptive semiparametric estimation is developed by using the generalized estimating equations. It is proved that the estimators are consistent and asymptotically normal.
Keywords: Adaptive estimation, model of mixture, generalized estimating equations
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