Estimation of a semiparametric mixture of regressions model

@inproceedings{Vandekerkhove2013EstimationOA,
title={Estimation of a semiparametric mixture of regressions model},
author={Pierre Vandekerkhove},
year={2013}
}

We introduce in this paper a new mixture of regressions model which is a generalization of the semiparametric two-component mixture model studied in Bordes et al. (2006b). Namely we consider a two-component mixture of regressions model in which one component is entirely known while the proportion, the slope, the intercept and the error distribution of the other component are unknown. Our model is said to be semiparametric in the sense that the probability density function (pdf) of the error… CONTINUE READING