Abstract In applications, there are many different statistical characteristics among diverse categories, so it is very necessary to study the heterogeneous population. This paper is based on the existence of the first order and second order moments of the distribution function, and the mixture of double generalized linear models is used to build mean and variance models in different population. After constructing the extended quasi-likelihood and pseudo-likelihood functions, the EM algorithm is used to estimate the mean parameter, dispersion parameter and mixture proportion. Finally, a Monte Carlo experiment and a real example prove that the model and the method are effective.
Received: 06 October 2016
Published: 07 April 2018
YUAN Qiao-li, WU Liu-cang, DAI Lin. Parameters estimation for mixture of double generalized linear models
. Applied Mathematics A Journal of Chinese Universities, 2017, 32(3): 267-276.
