Testing the Mixture of Exponentials Hypothesis and Estimating the Mixing Distribution by the Methods of Moments
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Publication:3481083
DOI10.2307/2289802zbMath0702.62040MaRDI QIDQ3481083
James J. Heckman, James R. Walker, Richard jun. Robb
Publication date: 1990
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2289802
Monte Carlo study; identification problem; duration data; mixture of exponential distributions; Bayesian tests; consistent method-of-moments estimator for the mixing distribution
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