混合非线性回归的改进LS估计量的渐近正态性

IF 0.7 Q3 STATISTICS & PROBABILITY

Modern Stochastics-Theory and Applications Pub Date : 2020-01-01 DOI:10.15559/20-vmsta167

V. Miroshnichenko, R. Maiboroda

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引用次数: 4

摘要

我们考虑一个不同浓度的混合物，其中每个成分都用非线性回归模型来描述。采用改进的最小二乘估计器对回归参数进行估计。证明了所得估计量的渐近正态性。该结果应用于置信集的构造。通过仿真对置信集的性能进行了评估。

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Asymptotic normality of modified LS estimator for mixture of nonlinear regressions

We consider a mixture with varying concentrations in which each component is described by a nonlinear regression model. A modiﬁed least squares estimator is used to estimate the regressions parameters. Asymptotic normality of the derived estimators is demonstrated. This result is applied to conﬁdence sets construction. Performance of the conﬁdence sets is assessed by simulations.

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来源期刊

Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-

CiteScore

1.30

自引率

50.00%

发文量

审稿时长

10 weeks