Testing the Mixture of Exponentials Hypothesis and Estimating the Mixing Distribution by the Methods of Moments

DOI10.2307/2289802zbMATH Open0702.62040OpenAlexW4212978680MaRDI QIDQ3481083FDOQ3481083

Authors: James J. Heckman, Richard jun. Robb, James R. Walker 

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

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zbMATH Keywords

Monte Carlo studyduration dataidentification problemmixture of exponential distributionsBayesian testsconsistent method-of-moments estimator for the mixing distribution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10)

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• A Simulation Approach to Nonparametric Empirical Bayes Analysis
• On the heterogeneity of fecundability
• Testing the difference in population means for a Bernoulli-exponential mixture
• Existence of moments and an asymptotic result based on a mixture of exponential distributions
• Multistate models of postpartum infecundity, fecundability and sterility by age and parity: Methodological issues*
• Semi-parametric specification tests for mixing distributions
• Title not available (Why is that?)
• The choice of a mixing distribution in duration models
• Heterogeneity versus duration dependence with competing risks: an application to the labor market
• A Gillespie algorithm for non-Markovian stochastic processes
• A Note on an Approximation of the Mobile Communications Expenditures Distribution Function Using a Mixture Model

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