文章基本信息

标题：Finite Mixture of Heteroscedastic Single-Index Models
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作者：Peng Zeng
期刊名称：Open Journal of Statistics
印刷版ISSN：2161-718X
电子版ISSN：2161-7198
出版年度：2012
卷号：2
期号：1
页码：12-20
DOI：10.4236/ojs.2012.21002
出版社：Scientific Research Publishing
摘要：In many applications a heterogeneous population consists of several subpopulations. When each subpopulation can be adequately modeled by a heteroscedastic single-index model, the whole population is characterized by a finite mixture of heteroscedastic single-index models. In this article, we propose an estimation algorithm for fitting this model, and discuss the implementation in detail. Simulation studies are used to demonstrate the performance of the algorithm, and a real example is used to illustrate the application of the model.
关键词：EM Algorithm; Finite Mixture Model; Heterogeneity; Heteroscedasticity; Local Linear Smoothing; Single-Index Model