Adaptive estimation for a semiparametric model of mixture
Oleksii Doronin · Theory of Probability and Mathematical Statistics · 2016
A model of mixture with varying concentrations is considered. It is assumed that the first $K$ of $M$, $1\le K\le M$, components of the mixture are parameterized. A technique of the adaptive semiparametric estimation is developed by using the generalized estimating equations. It is proved that the estimators are consistent and asymptotically normal.