Consistency of local linear regression estimator for mixtures with varying concentrations

Autor:	Daniel Horbunov, Rostyslav Maiboroda
Jazyk:	angličtina
Rok vydání:	2024
Předmět:	Nonparametric regression mixture with varying concentrations boundary effect consistency Applied mathematics. Quantitative methods T57-57.97 Mathematics QA1-939
Zdroj:	Modern Stochastics: Theory and Applications, Vol 11, Iss 3, Pp 359-372 (2024)
Druh dokumentu:	article
ISSN:	2351-6046 2351-6054
DOI:	10.15559/24-VMSTA250
Popis:	Finite mixtures with different regression models for different mixture components naturally arise in statistical analysis of biological and sociological data. In this paper a model of mixtures with varying concentrations is considered in which the mixing probabilities are different for different observations. A modified local linear estimation (mLLE) technique is developed to estimate the regression functions of the mixture component nonparametrically. Consistency of the mLLE is demonstrated. Performance of mLLE and a modified Nadaraya–Watson estimator (mNWE) is assessed via simulations. The results confirm that the mLLE technique overcomes the boundary effect typical to the NWE.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/d54908a5085d4b5c8d76341ef8d47ccd Zobrazit plný text záznamu View record in DOAJ