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Theory of Probability and Mathematical Statistics
(Teoriya Imovirnostei ta Matematychna Statystyka)



Lower bound for a dispersion matrix for the semiparametric estimation in a model of mixtures

O. V. Doronin

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Abstract: The model of mixtures with varying concentrations is discussed. The parameterization of the first $ K$ of $ M$ components is considered. The semiparametric estimation technique based on the method of generalized estimating equations is considered. The consistency and asymptotic normality of estimators are proved. A lower bound for the dispersion matrix is found.

Keywords: Lower bound, mixture model, generalized estimating equations

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