Motivated by an analysis of U.S. house price index (HPI) data, we propose nonparametric finite mixture of regression models. We study the identifiability issue of the proposed models, and develop an estimation procedure by employing kernel regression. We further systematically study the sampling...

In this article, we first propose a semiparametric mixture of generalized linear models (GLMs) and a nonparametric mixture of GLMs, and then establish identifiability results under mild conditions.