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

Xing Wu and Conglian Yu

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 24, 7242-7257

Abstract: 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.

Date: 2016
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DOI: 10.1080/03610926.2014.975822

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