Linear regression by observations from mixture with varying concentrations
arXiv:1601.01109 · doi:10.15559/15-VMSTA41
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.
Published at http://dx.doi.org/10.15559/15-VMSTA41 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)