finite mixture of heteroscedastic single-index models有限的异方差的单指标模型.pdfVIP

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finite mixture of heteroscedastic single-index models有限的异方差的单指标模型.pdf

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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