Likelihood inference in some finite mixture models
نویسندگان
چکیده
منابع مشابه
Likelihood inference in some finite mixture models
Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are often employed to learn for example about the proportions of various types in a given population. This paper examines the inference question on the proportions (mixing probability) in a simple mixture model in the presence of nuisance parameters when sample size is large. It is we...
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Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are often employed to learn for example about the proportions of various types in a given population. This paper examines the inference question on the proportions (mixing probability) in a simple mixture model in the presence of nuisance parameters when sample size is large. It is we...
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Parametric mixture models are commonly used in applied work, especially empirical economics, where these models are commonly used to learn for example about the proportions of various types in a given population. It is well known that likelihood inference in these mixture models is complicated due to 1) lack of point identification, and 2) parameters (like some proportions) whose true value lie...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2014
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2014.04.010