在异质总体中,混合回归模型是最重要的统计数据分析工具之一.提出了混合非线性联合均值与方差模型,通过EM算法研究了该模型参数的极大似然估计,并通过随机模拟实验验证了所提出方法的有效性.最后,结合实际数据验证了该模型和方法具有实用性和可行性.
Mixture regression models are one of the most important statistical data analysis tools in a heterogeneous population. We propose mixture of nonlinear for joint mean and variance models in this paper and investigate the maximum like- lihood estimate for unknown parameters based on expectation maximization (EM) algorithm. Furthermore, we make some simulations to show that the proposed pro- cedure works satisfactorily. Finally, a real example is presented to illustrate the proposed methodology.