Lower bound for a dispersion matrix for the semiparametric estimation in a model of mixtures
Oleksii Doronin · Theory of Probability and Mathematical Statistics · 2015
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.