Estimation of the mixtures of GLMs with covariate-dependent mixing proportions

doi:10.1080/03610926.2014.975822

CORC > 上海财经大学 > 上海财经大学

	Estimation of the mixtures of GLMs with covariate-dependent mixing proportions
	Wu, Xing; Yu, Conglian
刊名	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
	2016
卷号	45 期号:24 页码:7242-7257
关键词	EM algorithm Generalized linear models Kernel regression Mixture of regression models
ISSN号	0361-0926
DOI	10.1080/03610926.2014.975822
英文摘要	In this article, we study the estimation for a class of semiparametric mixtures of generalized linear models where mixing proportions depend on a covariate non parametrically. We investigate a backfitting estimation procedure and show the asymptotic normality of the proposed estimators under mild conditions. We conduct simulation to show the good performance of our methodology and give a real data analysis as an illustration.
WOS研究方向	Mathematics
语种	英语
出版者	TAYLOR & FRANCIS INC
WOS记录号	WOS:000384322600009
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2842]
专题	上海财经大学
通讯作者	Yu, Conglian
作者单位	Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Wu, Xing,Yu, Conglian. Estimation of the mixtures of GLMs with covariate-dependent mixing proportions[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2016,45(24):7242-7257.
APA	Wu, Xing,&Yu, Conglian.(2016).Estimation of the mixtures of GLMs with covariate-dependent mixing proportions.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,45(24),7242-7257.
MLA	Wu, Xing,et al."Estimation of the mixtures of GLMs with covariate-dependent mixing proportions".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 45.24(2016):7242-7257.