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  • Search: subject:"Exponential mixture"
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Year of publication
Subject
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duration analysis 5 exponential mixture 5 gamma distribution 5 limit distribution 5 mixed proportional hazard 5 DAX 2 Empirical pricing kernel 2 Exponential mixture 2 Inverse problem 2 Market utility function 2 Mixture distribution 2 Nichtparametrisches Verfahren 2 Risk aversion 2 Statistische Bestandsanalyse 2 Anlageverhalten 1 Bias 1 Dauer 1 Deutschland 1 Duration 1 Duration analysis 1 EM algorithm 1 Estimation theory 1 Moral Hazard 1 Nonparametric statistics 1 Probability theory 1 Präferenztheorie 1 Risikoaversion 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Stichprobenverfahren 1 Theorie 1 Wahrscheinlichkeitsrechnung 1 exponential mixture models 1 initial values 1 likelihood ratio test 1 maximum likelihood estimation 1 stopping criteria 1 Ökonometrie 1
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Online availability
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Free 6 Undetermined 2
Type of publication
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Book / Working Paper 7 Article 1
Type of publication (narrower categories)
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Working Paper 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 4 Undetermined 4
Author
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Abbring, Jaap H. 4 Berg, Gerard J. van den 3 Abbring, Jaap H 1 Alker, Manfred 1 Härdle, Wolfgang 1 Härdle, Wolfgang Karl 1 Mosler, Karl 1 Ritov, Ya'acov 1 Seidel, Wilfried 1 Ya'acov Ritov 1 den Berg, Gerard J van 1 van den Berg, Gerard J. 1
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Institution
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C.E.P.R. Discussion Papers 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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Tinbergen Institute Discussion Papers 2 Annals of the Institute of Statistical Mathematics 1 CEPR Discussion Papers 1 Discussion paper / Tinbergen Institute 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Tinbergen Institute Discussion Paper 1
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Source
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RePEc 5 EconStor 2 ECONIS (ZBW) 1
Showing 1 - 8 of 8
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From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples
Ritov, Ya'acov; Härdle, Wolfgang Karl - 2007
We consider two semiparametric models for the weight function in a bias sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One of the models discussed in this paper is motivated by the estimation the mixing distribution of...
Persistent link: https://www.econbiz.de/10010274127
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From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples
Ya'acov Ritov; Härdle, Wolfgang - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
maximum likelihood estimation for exponential mixture (and hence completely monotone density) was discussed in Jewel (1982 …
Persistent link: https://www.econbiz.de/10005652736
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The Unobserved Heterogeneity Distribution in Duration Analysis
Abbring, Jaap H.; van den Berg, Gerard J. - 2006
In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications...
Persistent link: https://www.econbiz.de/10010325419
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The Unobserved Heterogeneity Distribution in Duration Analysis
Abbring, Jaap H.; Berg, Gerard J. van den - Tinbergen Instituut - 2006
In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications...
Persistent link: https://www.econbiz.de/10011257597
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The Unobserved Heterogeneity Distribution in Duration Analysis
Abbring, Jaap H.; Berg, Gerard J. van den - Tinbergen Institute - 2006
In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications...
Persistent link: https://www.econbiz.de/10005137283
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The unobserved heterogeneity distribution in duration analysis
Abbring, Jaap H.; Berg, Gerard J. van den - 2006
In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications...
Persistent link: https://www.econbiz.de/10011349195
Saved in:
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The Unobserved Heterogeneity Distribution in Duration Analysis
Abbring, Jaap H; den Berg, Gerard J van - C.E.P.R. Discussion Papers - 2007
In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications...
Persistent link: https://www.econbiz.de/10005791803
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A Cautionary Note on Likelihood Ratio Tests in Mixture Models
Seidel, Wilfried; Mosler, Karl; Alker, Manfred - In: Annals of the Institute of Statistical Mathematics 52 (2000) 3, pp. 481-487
Persistent link: https://www.econbiz.de/10005184704
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