Likelihood inference in some finite mixture models

DOI10.1016/j.jeconom.2014.04.010zbMath1311.62028OpenAlexW2268235924MaRDI QIDQ2451803

Elie Tamer, Xiaohong Chen, Maria Ponomareva

Publication date: 4 June 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/79538

zbMATH Keywords

parametric bootstrapfinite mixturesprofiled likelihood ratio statistic

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items

Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model ⋮ TESTING FOR HOMOGENEITY IN MIXTURE MODELS ⋮ On uniform inference in nonlinear models with endogeneity ⋮ Robust inference in nonlinear models with mixed identification strength ⋮ Extremal quantile treatment effects ⋮ Statistical inference for normal mixtures with unknown number of components ⋮ OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS ⋮ Evidence of Convergence Clubs Using Mixture Models

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