Asymptotic normality of modified LS estimator for mixture of nonlinear regressions

Abstract

Publisher: VTeX - Solutions for Science Publishing, Journal: Modern Stochastics - Theory and Applications, Title: Asymptotic normality of modified LS estimator for mixture of nonlinear regressions, Authors: Vitalii Miroshnichenko, Rostyslav Maiboroda , 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.