Confidence ellipsoids for regression coefficients by observations from a mixture

Confidence ellipsoids for regression coefficients by observations from a mixture

Confidence ellipsoids for linear regression coefficients are constructed by observations from a mixture with varying concentrations. Two approaches are discussed. The first one is the nonparametric approach based on the weighted least squares technique. The second one is an approximate maximum likel...

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Bibliographic Details
Main Authors: Vitalii Miroshnichenko, Rostyslav Maiboroda
Format: Article
Language:English
Published: VTeX 2018-06-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Finite mixture model
Linear regression
mixture with varying concentrations
nonparametric estimation
maximum likelihood
confidence ellipsoid
Online Access:https://vmsta.vtex.vmt/doi/10.15559/18-VMSTA105

Internet

https://vmsta.vtex.vmt/doi/10.15559/18-VMSTA105

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