Uniform rates of estimation in the semiparametric Weibull mixture model

Hemant Ishwaran

doi:10.1214/aos/1032298285

Uniform rates of estimation in the semiparametric Weibull mixture model

Hemant Ishwaran

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Abstract

This paper presents a uniform estimator for a finite-dimensional parameter in the semiparametric Weibull mixture model. The rates achieved by the estimator hold uniformly over shrinking sequences of models much more general than traditional sequences that are required to satisfy a Hellinger differentiable property. We show that these rates are optimal in a class of identified models constrained by a moment condition on the nonparametric mixing distribution.

Original language	English (US)
Pages (from-to)	1572-1585
Number of pages	14
Journal	Annals of Statistics
Volume	24
Issue number	4
DOIs	https://doi.org/10.1214/aos/1032298285
State	Published - Aug 1996
Externally published	Yes

Keywords

Criterion function
Uniform rates of estimation
Weibull semiparametric mixture

ASJC Scopus subject areas

Mathematics(all)
Statistics and Probability

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