| dc.contributor.author | Doronin, Oleksii | |
| dc.contributor.author | Maiboroda, Rostislav | |
| dc.date.accessioned | 2015-12-09T09:08:11Z | |
| dc.date.available | 2015-12-09T09:08:11Z | |
| dc.date.issued | 2015 | |
| dc.identifier.issn | 0208-6018 | |
| dc.identifier.uri | http://hdl.handle.net/11089/15310 | |
| dc.description.abstract | We discuss a semiparametric mixture model where some components are parameterized with common Euclidean parameter and others are fully unknown. We introduce GEE (generalized estimating equations) approach and adaptive GEE-based approach for parameter estimation. Derived estimators are consistent and asymptotically normal, and they are optimized in terms of their dispersion matrices. Proposed techniques are tested on simulated samples. | pl_PL |
| dc.description.abstract | W pracy omówiono semiparametryczny model mieszany, w którym pewne współczynniki są parametryzowane za pomocą wspólnego parametru euklidesowego, natomiast inne są zupełnie nieznane. Wprowadzono metodę estymacji parametrów opartą na podejściu GEE (uogólnionych równań estymujących) oraz adaptacyjnym podejściu GEE. Proponowane estymatory zostały przeanalizowane w badaniu symulacyjnym. | pl_PL |
| dc.language.iso | en | pl_PL |
| dc.publisher | Wydawnictwo Uniwersytetu Łódzkiego | pl_PL |
| dc.relation.ispartofseries | Acta Universitatis Lodziensis. Folia Oeconomica;314 | |
| dc.subject | mixture model | pl_PL |
| dc.subject | semiparametric estimation | pl_PL |
| dc.subject | GEE | pl_PL |
| dc.subject | model mieszany | pl_PL |
| dc.subject | estymacja semiparametryczna | pl_PL |
| dc.title | GEE Estimators in Mixture Model with Varying Concentrations | pl_PL |
| dc.title.alternative | Estymatory GEE w modelu mieszanym ze zmiennymi współczynnikami koncentracji | pl_PL |
| dc.type | Article | pl_PL |
| dc.rights.holder | © Copyright by Uniwersytet Łódzki, Łódź 2015 | pl_PL |
| dc.page.number | [15]-22 | pl_PL |
| dc.contributor.authorAffiliation | Department of Probability Theory, Statistics and Actuarial Mathematics, Mechanics and Mathematics Faculty, Taras Shevchenko National University of Kyiv | pl_PL |
| dc.identifier.eissn | 2353-7663 | |
| dc.references | Doronin O. (2014a), Lower bound of dispersion matrix for semiparametric estimation in mixture model. "Theory of Probability and Mathematical Statistics", no. 90, p. 64−76. | pl_PL |
| dc.references | Doronin O. (2014b), Adaptive estimation in semiparametric model of mixture with varying concentrations. "Theory of Probability and Mathematical Statistics", no. 91, p. 27−38. | pl_PL |
| dc.references | Doronin O. (2012), Robust Estimates for Mixtures with Gaussian Component. "Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics & Mathematics" (in Ukrainian), vol. 1, p. 18–23. | pl_PL |
| dc.references | Maiboroda R., Sugakova O. (2008), Estimation and classification by observations from mixtures. Kyiv University Publishers, Kyiv (in Ukrainian). | pl_PL |
| dc.references | Maiboroda R., Kubaichuk O. (2005), Improved estimators for moments constructed from observations of a mixture. "Theory of Probability and Mathematical Statistics", no. 70, p. 83−92. | pl_PL |
| dc.references | Maiboroda R., Sugakova O., Doronin A. (2013), Generalized estimating equations for mixtures with varying concentrations. "The Canadian Journal of Statistics", no. 41, vol. 2, p. 217−236. | pl_PL |
| dc.identifier.doi | 10.18778/0208-6018.314.03 | |
| dc.relation.volume | 3 | pl_PL |
