Acta Universitatis Lodziensis. Folia Oeconomica (Aug 2015)
GEE Estimators in Mixture Model with Varying Concentrations
Abstract
We discuss semiparametric mixture model where some components are parametrized with common Euclidean parameter and others are fully unknown. We introduce GEE approach and adaptive GEE-based approach for parameter estimation. Proposed estimators are tested on simulated sample.