Non parametric mixture of strictly monotone regression models |
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| Authors: | Yi Zhang |
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| Affiliation: | School of Insurance, Shanghai Lixin University of Accounting and Finance, Shanghai, China |
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| Abstract: | In this article, we propose the non parametric mixture of strictly monotone regression models. For implementation, a two-step procedure is derived. We further establish the asymptotic normality of the resultant estimator and demonstrate its good performance through numerical examples. |
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| Keywords: | EM algorithm Finite mixture models Non parametric regression Strictly monotone regression. |
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