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finite mixture of heteroscedastic single-index models有限的异方差的单指标模型
Open Journal of Statistics, 2012, 2, 12-20
/10.4236/ojs.2012.21002 Published Online January 2012 (http://www.SciRP.org/journal/ojs)
Finite Mixture of Heteroscedastic Single-Index Models
Peng Zeng
Department of Mathematics and Statistics, Auburn University, Auburn, USA
Email: zengpen@
Received May 22, 2011; revised June 28, 2011; accepted July 8, 2011
ABSTRACT
In many applications a heterogeneous
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