Likelihood inference in some finite mixture models

DOI10.1016/J.JECONOM.2014.04.010MaRDI QIDQ2451803zbMATH OpenOpenAlexFDO

Authors Xiaohong Chen, Maria Ponomareva, Elie T. Tamer

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

finite mixturesparametric bootstrapprofiled likelihood ratio statistic

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases
• Asymptotic distribution of the likelihood ratio test that a mixture of two binomials is a single binomial
• Asymptotics for likelihood ratio tests under loss of identifiability
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• Estimation and inference with weak, semi-strong, and strong identification
• Finite mixture models
• scientific article; zbMATH DE number 6791314 (Why is no real title available?)
• Identification in models of oligopoly entry
• Maximum likelihood estimation and uniform inference with sporadic identification failure
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
• Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
• On players' models of other players: Theory and experimental evidence
• On the uniform asymptotic validity of subsampling and the bootstrap
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Testing for a Finite Mixture Model with Two Components
• Testing for Regime Switching
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
• Uniform Inference in Autoregressive Models

Cited in

(19)

• Likelihood ratio inequalities with applications to various mixtures
• Extremal quantile treatment effects
• Statistical inference for normal mixtures with unknown number of components
• Inference of finite mixture models and the effect of binning
• A Bayesian analysis of finite mixtures in the LISREL model
• Maximum Likelihood Estimation of Parameters in a Mixture Model
• Marginal likelihood integrals for mixtures of independence models
• Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
• TESTING FOR HOMOGENEITY IN MIXTURE MODELS
• scientific article; zbMATH DE number 927305 (Why is no real title available?)
• Robust inference in nonlinear models with mixed identification strength
• Optimal auxiliary priors and reversible jump proposals for a class of variable dimension models
• Evidence of convergence clubs using mixture models
• On uniform inference in nonlinear models with endogeneity
• Penalized estimation of finite mixture models
• Asymptotic limits of spiked eigenvalues and eigenvectors of signal-plus-noise matrices with weak signals and heteroskedastic noise
• Score-type tests for normal mixtures
• A note on estimating multivariate Gaussian mixtures with unknown number of components
• Approximate co-sufficient sampling with regularization

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