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 |
|---|---|
| Pages (from-to) | 1572-1585 |
| Number of pages | 14 |
| Journal | Annals of Statistics |
| Volume | 24 |
| Issue number | 4 |
| State | Published - Aug 1 1996 |
| Externally published | Yes |
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Keywords
- Criterion function
- Uniform rates of estimation
- Weibull semiparametric mixture
ASJC Scopus subject areas
- Mathematics(all)
- Statistics and Probability
Cite this
Uniform rates of estimation in the semiparametric Weibull mixture model. / Ishwaran, Hemant.
In: Annals of Statistics, Vol. 24, No. 4, 01.08.1996, p. 1572-1585.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Uniform rates of estimation in the semiparametric Weibull mixture model
AU - Ishwaran, Hemant
PY - 1996/8/1
Y1 - 1996/8/1
N2 - 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.
AB - 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.
KW - Criterion function
KW - Uniform rates of estimation
KW - Weibull semiparametric mixture
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UR - http://www.scopus.com/inward/citedby.url?scp=0030356452&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:0030356452
VL - 24
SP - 1572
EP - 1585
JO - Annals of Statistics
JF - Annals of Statistics
SN - 0090-5364
IS - 4
ER -