Uniform rates of estimation in the semiparametric Weibull mixture model

• 成果类型: Article
• 署名作者: Ishwaran, HZ
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 1572-1585
• 关键词: duration

摘要

This paper presents a uniform estimator for a finite-dimensional parameter in the semiparametric Weibull mixture model. The rates achieved hv 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.