Acta Universitatis Lodziensis. Folia Oeconomica (Aug 2015)

GEE Estimators in Mixture Model with Varying Concentrations

  • Oleksii Doronin,
  • Rostislav Maiboroda

Journal volume & issue
Vol. 3, no. 314

Abstract

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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.

Keywords