Efficient maximum likelihood estimation in semiparametric mixture models
From MaRDI portal
Publication:1816578
DOI10.1214/aos/1032894470zbMath0860.62029OpenAlexW1983021114MaRDI QIDQ1816578
Publication date: 27 November 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1032894470
asymptotic normalitymaximum likelihood estimationasymptotic efficiencysemiparametric mixture modelsDonsker classerrors-in-variables modelefficient score equationexponential frailty model
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (26)
Supermix: sparse regularization for mixtures ⋮ EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY ⋮ Semiparametric maximum likelihood estimation of stochastic frontier model with errors-in-variables ⋮ Efficient and robust tests for semiparametric models ⋮ Semiparametric likelihood ratio inference ⋮ Semiparametric estimation in the normal variance-mean mixture model ⋮ Minimum distance estimation in a finite mixture regression model ⋮ Accelerated failure time modeling via nonparametric mixtures ⋮ Efficient Hellinger distance estimates for semiparametric models ⋮ Adaptive robust regression with continuous Gaussian scale mixture errors ⋮ Robust variable selection for finite mixture regression models ⋮ On maximum likelihood estimation in parametric regression with missing covariates ⋮ Hypothesis Testing in Mixture Regression Models ⋮ A stochastic model to analyse risk factors for emesis in multi-cycle chemotherapies ⋮ Penalized maximum likelihood and semiparametric second-order efficiency ⋮ Semiparametric mixtures in case-control studies ⋮ New \(M\)-estimators in semi-parametric regression with errors in variables ⋮ Minimum Hellinger distance estimation for a semiparametric location-shifted mixture model ⋮ A Semi‐Parametric Shared Parameter Model to Handle Nonmonotone Nonignorable Missingness ⋮ Nonparametric and semiparametric compound estimation in multiple covariates ⋮ Stein 1956: Efficient nonparametric testing and estimation ⋮ Set structured global empirical risk minimizers are rate optimal in general dimensions ⋮ Duration dependence and nonparametric heterogeneity: A Monte Carlo study ⋮ Robust semiparametric M-estimation and the weighted bootstrap ⋮ Semi-parametric estimation in the nonlinear structural errors-in-variables model ⋮ Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate
Cites Work
- Unnamed Item
- Unnamed Item
- New Donsker classes
- Estimating linear statistical relationships
- The geometry of mixture likelihoods: A general theory
- Probability in Banach spaces V. Proceedings of the Fifth International Conference held in Medford, Massachusetts, USA, July 16-27, 1984
- Efficiency of the conditional score in a mixture setting
- Using empirical partially Bayes inference for increased efficiency
- Empirical processes indexed by Lipschitz functions
- Efficient estimation in the errors in variables model
- Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- Estimating a real parameter in a class of semiparametric models
- On adaptive estimation
- Estimation in semiparametric models. Some recent developments
- Profile likelihood and conditionally parametric models
- Adaptive maximum likelihood estimators of a location parameter
- Bracketing smooth functions
- Asymptotic theory for the frailty model
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
- Estimation of a structural parameter in the presence of a large number of nuisance parameters
- Note on the Consistency of the Maximum Likelihood Estimate
This page was built for publication: Efficient maximum likelihood estimation in semiparametric mixture models