Abstract

In this paper, a semiparametric mixture of regression models is proposed, where the regression functions are partially linear additive while the mixing proportions and variances are unknown constant. The asymptotic normality of the SBK estimators and the model selection consistency of the proposed BIC based on B-spline estimators are established. Simulations and applications are presented to illustrate the performance of the proposed.

中文翻译：

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部分线性加性模型混合的估计与推理

摘要

在本文中，提出了一种半参数混合回归模型，其中回归函数是部分线性相加的，而混合比例和方差是未知常数。建立了SBK估计量的渐近正态性和基于B样条估计量的BIC模型选择一致性。给出了模拟和应用程序来说明所提出的性能。