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August 1996 Uniform rates of estimation in the semiparametric Weibull mixture model
Hemant Ishwaran
Ann. Statist. 24(4): 1572-1585 (August 1996). DOI: 10.1214/aos/1032298285

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.

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Hemant Ishwaran. "Uniform rates of estimation in the semiparametric Weibull mixture model." Ann. Statist. 24 (4) 1572 - 1585, August 1996. https://doi.org/10.1214/aos/1032298285

Information

Published: August 1996
First available in Project Euclid: 17 September 2002

zbMATH: 0867.62011
MathSciNet: MR1416650
Digital Object Identifier: 10.1214/aos/1032298285

Subjects:
Primary: 62G05
Secondary: 62G20 , 62P20

Keywords: criterion function , uniform rates of estimation , Weibull semiparametric mixture

Rights: Copyright © 1996 Institute of Mathematical Statistics

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Vol.24 • No. 4 • August 1996
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