Uniform rates of estimation in the semiparametric Weibull mixture model

DOI10.1214/aos/1032298285zbMath0867.62011OpenAlexW2045295248MaRDI QIDQ1354386

Hemant Ishwaran

Publication date: 5 May 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1032298285

zbMATH Keywords

moment conditioncriterion functionnonparametric mixing distributionsemiparametric Weibull mixture modeluniform estimatoruniform rates of estimation

Mathematics Subject Classification ID

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

Related Items (5)

Identifiability and rates of estimation for scale parameters in location mixture models ⋮ Uniform rates of estimation in the semiparametric Weibull mixture model ⋮ Duration dependence and nonparametric heterogeneity: A Monte Carlo study ⋮ Exponential posterior consistency via generalized Pólya urn schemes in finite semiparametric mixtures ⋮ Efficiency bounds for semiparametric models with singular score functions

Cites Work

• Information and asymptotic efficiency in parametric-nonparametric models
• On adaptive estimation
• Identifiability and rates of estimation for scale parameters in location mixture models
• Uniform rates of estimation in the semiparametric Weibull mixture model
• 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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