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Uniform rates of estimation in the semiparametric Weibull mixture model. (English) Zbl 0867.62011

Summary: 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.

MSC:

62F10 Point estimation
62G05 Nonparametric estimation
62G20 Asymptotic properties of nonparametric inference
62P20 Applications of statistics to economics
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