Linear regression by observations from mixture with varying concentrations
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 regr...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
VTeX
2015-12-01
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| coleção: | Modern Stochastics: Theory and Applications |
| Assuntos: | |
| Acesso em linha: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA41 |
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