Estimation of the mixtures of GLMs with covariate-dependent mixing proportions | |
Wu, Xing; Yu, Conglian | |
刊名 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
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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. |
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