The Efficiency Bound of the Mixed Proportional Hazard Model

DOI10.2307/2297911zbMath0807.62089OpenAlexW1970181777MaRDI QIDQ4319455

Jinyong Hahn

Publication date: 1 March 1995

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297911

zbMATH Keywords

information matrixconditional expectationsingularnonsingularsemiparametric efficiency boundindividual heterogeneityduration modelcovariatecomplete sufficient statisticsingle-spell Weibull mixed proportional hazard model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

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