The Semiparametric Normal Variance-Mean Mixture Model.

We discuss the normal vairance-mean mixture model from a semi-parametric point of view, i.e. we let the mixing distribution belong to a non parametric family. The main results are consistency of the non parametric maximum likelihood estimator in this case, and construction of an asymptotically normal and efficient estimator.

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Year of publication:	1997
Authors:	Korsholm, L.
Institutions:	School of Economics and Management, Institut for Økonomi
Subject:	EVALUATION \| ECONOMIC MODELS

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Series:	Centre for Labour Market and Social Research, Danmark-.
Type of publication:	Book / Working Paper
Notes:	33 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005675168