Generalized Estimating Equations for Symmetric Distributions Observed with Admixture |
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Authors: | Rostyslav Maiboroda Olena Sugakova |
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Institution: | 1. Department of Probability and Statistics , Kyiv National University , Kyiv, Ukraine mre@univ.kiev.ua;3. Department of Probability and Statistics , Kyiv National University , Kyiv, Ukraine |
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Abstract: | A semiparametric two-component mixture model is considered, in which the distribution of one (primary) component is unknown and assumed symmetric. The distribution of the other component (admixture) is known. Generalized estimating equations are constructed for the estimation of the mixture proportion and the location parameter of the primary component. Asymptotic normality of the estimates is demonstrated and the lower bound for the asymptotic covariance matrix is obtained. An adaptive estimation technique is proposed to obtain the estimates with nearly optimal asymptotic variances. |
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Keywords: | Adaptive estimating equation Asymptotic normality Finite mixture model Symmetric distribution |
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