Identifiability and rates of estimation for scale parameters in location mixture models

DOI10.1214/AOS/1032298284zbMath0867.62010OpenAlexW2034669044MaRDI QIDQ1354384

Hemant Ishwaran

Publication date: 10 August 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032298284

zbMATH Keywords

tail behavioridentifiabilitystructural parameterscale parameterlocation mixture modelWeibull semiparametric mixture

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (12)

Kernel estimation of hazard functions when observations have dependent and common covariates ⋮ Uniform rates of estimation in the semiparametric Weibull mixture model ⋮ SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION ⋮ Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity ⋮ Uniform consistency in nonparametric mixture models ⋮ Sieve \(M\) inference on irregular parameters ⋮ Frailty, Profile Likelihood, and Medfly Mortality ⋮ Posterior consistency of random effects models for binary data ⋮ Estimating a semi-parametric duration model without specifying heterogeneity ⋮ Information in semiparametric mixtures of exponential families ⋮ Exponential posterior consistency via generalized Pólya urn schemes in finite semiparametric mixtures ⋮ TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE

Cites Work

• Mixtures of exponential distributions
• Geometrizing rates of convergence. II
• Uniform rates of estimation in the semiparametric Weibull mixture model
• Convergence of estimates under dimensionality restrictions
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Simple Estimation of a Duration Model with Unobserved Heterogeneity

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