GEE Estimators in Mixture Model with Varying Concentrations
Oleksii Doronin, Rostyslav Maiboroda · Acta Universitatis Lodziensis Folia oeconomica · 2015
We discuss semiparametric mixture model where some components are parametrized with common Euclidean parameter and others are fully unknown. We introduce GEE approach and adaptive GEE-based approach for parameter estimation. Proposed estimators are tested on simulated sample.