Nonparametric estimation of finite mixtures from repeated measurements
Author
Abstract
Suggested Citation
DOI: 10.1111/rssb.12110
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Other versions of this item:
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Non-parametric estimation of finite mixtures from repeated measurements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 211-229, January.
- Koen Jochmans & Stéphane Bonhomme & Jean-Marc Robin, 2015. "Nonparametric estimation of finite mixtures from repeated measurements," SciencePo Working papers Main hal-03568247, HAL.
References listed on IDEAS
- Hiroyuki Kasahara & Katsumi Shimotsu, 2014.
"Non-parametric identification and estimation of the number of components in multivariate mixtures,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 97-111, January.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures," CIRJE F-Series CIRJE-F-866, CIRJE, Faculty of Economics, University of Tokyo.
- Kasahara Hiroyuki & Shimotsu Katsumi, 2012. "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures," Global COE Hi-Stat Discussion Paper Series gd12-247, Institute of Economic Research, Hitotsubashi University.
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
- V. Chernozhukov & I. Fernández-Val & A. Galichon, 2009.
"Improving point and interval estimators of monotone functions by rearrangement,"
Biometrika, Biometrika Trust, vol. 96(3), pages 559-575.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2008. "Improving Point and Interval Estimates of Monotone Functions by Rearrangement," Papers 0806.4730, arXiv.org, revised Nov 2008.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2009. "Improving point and interval estimators of monotone functions by rearrangement," SciencePo Working papers Main hal-03596970, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2009. "Improving point and interval estimators of monotone functions by rearrangement," Post-Print hal-03596970, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2008. "Improving point and interval estimates of monotone functions by rearrangement," CeMMAP working papers CWP17/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Kleibergen, Frank & Paap, Richard, 2006.
"Generalized reduced rank tests using the singular value decomposition,"
Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July.
- Frank Kleibergen & Richard Paap, 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers 03-003/4, Tinbergen Institute.
- Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
- Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Research Papers EI 2003-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Woo, Mi-Ja & Sriram, T.N., 2006. "Robust Estimation of Mixture Complexity," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1475-1486, December.
- M. Levine & D. R. Hunter & D. Chauveau, 2011. "Maximum smoothed likelihood for multivariate mixtures," Biometrika, Biometrika Trust, vol. 98(2), pages 403-416.
- Pakes, Ariel & Pollard, David, 1989. "Simulation and the Asymptotics of Optimization Estimators," Econometrica, Econometric Society, vol. 57(5), pages 1027-1057, September.
- T. P. Hettmansperger & Hoben Thomas, 2000. "Almost nonparametric inference for repeated measures in mixture models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 811-825.
- Matthew Stephens, 2000. "Dealing with label switching in mixture models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 795-809.
- Peter Hall & Amnon Neeman & Reza Pakyari & Ryan Elmore, 2005. "Nonparametric inference in multivariate mixtures," Biometrika, Biometrika Trust, vol. 92(3), pages 667-678, September.
- Hu, Yingyao, 2008. "Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution," Journal of Econometrics, Elsevier, vol. 144(1), pages 27-61, May.
- Hong‐Tu Zhu & Heping Zhang, 2004. "Hypothesis testing in mixture regression models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 3-16, February.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2009. "Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices," Econometrica, Econometric Society, vol. 77(1), pages 135-175, January.
- Laurent Bordes & Céline Delmas & Pierre Vandekerkhove, 2006. "Semiparametric Estimation of a Two‐component Mixture Model where One Component is known," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(4), pages 733-752, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017.
"Inference On Two-Component Mixtures Under Tail Restrictions,"
Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," Post-Print hal-03945858, HAL.
- Koen Jochmans & Marc Henry & Bernard Salanié, 2017. "Inference on Two-Component Mixtures under Tail Restrictions," SciencePo Working papers Main hal-03945858, HAL.
- Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.
- Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017.
"Nonparametric estimation of non-exchangeable latent-variable models,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Post-Print hal-03264006, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," SciencePo Working papers Main hal-03264006, HAL.
- repec:hal:spmain:info:hdl:2441/lpag9391598uoauqu4u9opq76 is not listed on IDEAS
- Jochmans, Koen & Weidner, Martin, 2024.
"Inference On A Distribution From Noisy Draws,"
Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
- Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
- Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, K. & Weidner, M., 2019. "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics 1946, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2022. "Inference on a distribution from noisy draws," Post-Print hal-04315813, HAL.
- Charles Bellemare & Alexander Sebald, 2019.
"Measuring Belief-Dependent Preferences without Information about Beliefs,"
CESifo Working Paper Series
7505, CESifo.
- Bellemare, Charles & Sebald, Alexander, 2019. "Measuring Belief-Dependent Preferences without Information about Beliefs," IZA Discussion Papers 12153, Institute of Labor Economics (IZA).
- Rasmus Lentz & Suphanit Piyapromdee & Jean-Marc Robin, 2018.
"On Worker and Firm Heterogeneity in Wages and Employment Mobility: Evidence from Danish Register Data,"
PIER Discussion Papers
91, Puey Ungphakorn Institute for Economic Research.
- Rasmus Lentz & Jean Marc Robin & Suphanit Piyapromdee, 2018. "On Worker and Firm Heterogeneity in Wages and Employment Mobility: Evidence from Danish Register Data," 2018 Meeting Papers 469, Society for Economic Dynamics.
- Hu, Yingyao, 2017. "The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics," Journal of Econometrics, Elsevier, vol. 200(2), pages 154-168.
- Stephane Bonhomme, 2021. "Teams: Heterogeneity, Sorting, and Complementarity," Papers 2102.01802, arXiv.org.
- Qihui Chen & Zheng Fang, 2018. "Improved Inference on the Rank of a Matrix," Papers 1812.02337, arXiv.org, revised Mar 2019.
- Engel, Christoph, 2020.
"Estimating heterogeneous reactions to experimental treatments,"
Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 124-147.
- Christoph Engel, 2019. "Estimating Heterogeneous Reactions to Experimental Treatments," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2019_01, Max Planck Institute for Research on Collective Goods.
- repec:hal:spmain:info:hdl:2441/4m4fqk908d9obqasu0uhft7t94 is not listed on IDEAS
- Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017.
"Nonparametric estimation of non-exchangeable latent-variable models,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Sciences Po publications info:hdl:2441/lpag9391598, Sciences Po.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Sciences Po publications info:hdl:2441/4m4fqk908d9, Sciences Po.
- Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022. "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, vol. 226(2), pages 477-497.
- Xiaotian Zhu & David R. Hunter, 2019. "Clustering via finite nonparametric ICA mixture models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 65-87, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- repec:hal:spmain:info:hdl:2441/etefo8s8r89oamhnhiclqr530 is not listed on IDEAS
- repec:spo:wpmain:info:hdl:2441/etefo8s8r89oamhnhiclqr530 is not listed on IDEAS
- Hiroyuki Kasahara & Katsumi Shimotsu, 2014.
"Non-parametric identification and estimation of the number of components in multivariate mixtures,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 97-111, January.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures," CIRJE F-Series CIRJE-F-866, CIRJE, Faculty of Economics, University of Tokyo.
- Kasahara Hiroyuki & Shimotsu Katsumi, 2012. "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures," Global COE Hi-Stat Discussion Paper Series gd12-247, Institute of Economic Research, Hitotsubashi University.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Nonparametric spectral-based estimation of latent structures,"
CeMMAP working papers
CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers 18/14, Institute for Fiscal Studies.
- repec:hal:spmain:info:hdl:2441/lpag9391598uoauqu4u9opq76 is not listed on IDEAS
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Estimating Multivariate Latent-Structure Models,"
Working Papers
hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers Main hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers Main hal-03392022, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Post-Print hal-03392022, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Sciences Po publications info:hdl:2441/4m4fqk908d9, Sciences Po.
- Jean-Marc Robin & Stéphane Bonhomme & Koen Jochmans, 2014.
"Estimating Multivariate Latent-Structure Models,"
Sciences Po Economics Discussion Papers
2014-18, Sciences Po Departement of Economics.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers hal-03392022, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," SciencePo Working papers hal-01097135, HAL.
- Jean-Marc Robin & Stéphane Bonhomme & Koen Jochmans, 2014. "Estimating Multivariate Latent-Structure Models," Sciences Po publications 2014-18, Sciences Po.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Estimating Multivariate Latent-Structure Models," Working Papers hal-01097135, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Sciences Po publications info:hdl:2441/etefo8s8r89, Sciences Po.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Post-Print hal-03392022, HAL.
- Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017.
"Nonparametric estimation of non-exchangeable latent-variable models,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Post-Print hal-03264006, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," SciencePo Working papers Main hal-03264006, HAL.
- Bonhomme, Stéphane & Jochmans, Koen & Robin, Jean-Marc, 2017.
"Nonparametric estimation of non-exchangeable latent-variable models,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 237-248.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2017. "Nonparametric estimation of non-exchangeable latent-variable models," Sciences Po publications info:hdl:2441/lpag9391598, Sciences Po.
- repec:hal:spmain:info:hdl:2441/4m4fqk908d9obqasu0uhft7t94 is not listed on IDEAS
- Konstantin T. Matchev & Prasanth Shyamsundar, 2020. "InClass Nets: Independent Classifier Networks for Nonparametric Estimation of Conditional Independence Mixture Models and Unsupervised Classification," Papers 2009.00131, arXiv.org.
- repec:hal:wpspec:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- Higgins, Ayden & Jochmans, Koen, 2023.
"Identification of mixtures of dynamic discrete choices,"
Journal of Econometrics, Elsevier, vol. 237(1).
- Higgins, Ayden & Jochmans, Koen, 2021. "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers 21-1272, Toulouse School of Economics (TSE), revised Jan 2023.
- Ayden Higgins & Koen Jochmans, 2023. "Identification of mixtures of dynamic discrete choices," Post-Print hal-04251997, HAL.
- Jochmans, Koen, 2015.
"Multiplicative-error models with sample selection,"
Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-00987290, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," Post-Print hal-03392990, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers hal-00987290, HAL.
- repec:hal:spmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013.
"Nonparametric estimation of finite mixtures,"
SciencePo Working papers
hal-00972868, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," Working Papers hal-00972868, HAL.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," SciencePo Working papers Main hal-00972868, HAL.
- Qihui Chen & Zheng Fang, 2018. "Improved Inference on the Rank of a Matrix," Papers 1812.02337, arXiv.org, revised Mar 2019.
- Christian Tien, 2022. "Instrumented Common Confounding," Papers 2206.12919, arXiv.org, revised Sep 2022.
- Chauveau, Didier & Hoang, Vy Thuy Lynh, 2016. "Nonparametric mixture models with conditionally independent multivariate component densities," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 1-16.
- Ruli Xiao, 2015. "Identification and Estimation of Incomplete Information Games with Multiple Equilibria," CAEPR Working Papers 2015-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- David Balan & Patrick DeGraba & Francine Lafontaine & Patrick McAlvanah & Devesh Raval & David Schmidt, 2015. "Economics at the FTC: Fraud, Mergers and Exclusion," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 47(4), pages 371-398, December.
- D’Haultfœuille, Xavier & Février, Philippe, 2015.
"Identification of mixture models using support variations,"
Journal of Econometrics, Elsevier, vol. 189(1), pages 70-82.
- Xavier d'Haultfoeuille & Philippe Fevrier, 2010. "Identification of Mixture Models Using Support Variations," Working Papers 2010-12, Center for Research in Economics and Statistics.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014.
"Nonparametric estimation of finite measures,"
CeMMAP working papers
11/14, Institute for Fiscal Studies.
- Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric estimation of finite measures," CeMMAP working papers CWP11/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hema Yoganarasimhan, 2016. "Estimation of Beauty Contest Auctions," Marketing Science, INFORMS, vol. 35(1), pages 27-54, January.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014.
"Inference on Mixtures Under Tail Restrictions,"
SciencePo Working papers Main
hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," SciencePo Working papers hal-01053810, HAL.
- Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," Working Papers hal-01053810, HAL.
More about this item
Keywords
Finite mixture; Repeated measurement data; Reweighting; Two-step estimation;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-03568247. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.