Nonparametric Identification of Multivariate Mixtures
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Robin, Jean-Marc & Smith, Richard J., 2000.
"Tests Of Rank,"
Econometric Theory, Cambridge University Press, vol. 16(2), pages 151-175, April.
- Robin, J.M. & Smith, R.J., 1995. "Tests of Rank," Cambridge Working Papers in Economics 9521, Faculty of Economics, University of Cambridge.
- Jean-Marc Robin & Richard J. Smith, 2000. "Tests of rank," Post-Print hal-00357758, HAL.
- Jean-Marc Robin & Richard Smith, 2000. "Tests of rank," Post-Print hal-03587662, HAL.
- 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.
- I. R. Cruz‐Medina & T. P. Hettmansperger & H. Thomas, 2004. "Semiparametric mixture models and repeated measures: the multinomial cut point model," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 53(3), pages 463-474, August.
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.- 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.
- 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.
- 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.
- Bonhomme, Stphane & Robin, Jean-Marc, 2009.
"Consistent noisy independent component analysis,"
Journal of Econometrics, Elsevier, vol. 149(1), pages 12-25, April.
- Stéphane Bonhomme & Jean-Marc Robin, 2008. "Consistent noisy independent component analysis," CeMMAP working papers CWP04/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Jean-Marc Robin, 2009. "Consistent Noisy Independent Component Analysis," PSE-Ecole d'économie de Paris (Postprint) hal-00642732, HAL.
- Jean-Marc Robin & Stéphane Bonhomme, 2009. "Consistent Noisy Independent Component Analysis," Sciences Po Economics Publications (main) hal-01022621, HAL.
- Stéphane Bonhomme & Jean-Marc Robin, 2009. "Consistent Noisy Independent Component Analysis," Post-Print hal-00642732, HAL.
- Jean-Marc Robin & Stéphane Bonhomme, 2009. "Consistent Noisy Independent Component Analysis," Post-Print hal-01022621, HAL.
- Stéphane Bonhomme & Jean-Marc Robin, 2009. "Consistent Noisy Independent Component Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00642732, HAL.
- Alain Guay & Dalibor Stevanovic, 2025.
"Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition,"
CIRANO Working Papers
2025s-26, CIRANO.
- Alain Guay & Dalibor Stevanovic, 2025. "Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition," Working Papers 25-03, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2025.
- Stelios Arvanitis & Thierry Post, 2024. "Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing," Mathematics, MDPI, vol. 12(4), pages 1-19, February.
- George Kapetanios, 2003. "A New Nonparametric Test of Cointegration Rank," Working Papers 482, Queen Mary University of London, School of Economics and Finance.
- Guay, Alain, 2021. "Identification of structural vector autoregressions through higher unconditional moments," Journal of Econometrics, Elsevier, vol. 225(1), pages 27-46.
- Ye, Mao & Lu, Zhao-Hua & Li, Yimei & Song, Xinyuan, 2019. "Finite mixture of varying coefficient model: Estimation and component selection," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 452-474.
- Aureo de Paula & Xun Tang, 2020.
"Testable Implications of Multiple Equilibria in Discrete Games with Correlated Types,"
Papers
2012.00787, arXiv.org.
- Áureo de Paula & Xun Tang, 2020. "Testable implications of multiple equilibria in discrete games with correlated types," CeMMAP working papers CWP56/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Wu, Jingjing & Karunamuni, Rohana J., 2012. "Efficient Hellinger distance estimates for semiparametric models," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 1-23.
- Jingjing Wu & Tasnima Abedin & Qiang Zhao, 2023. "Semiparametric modelling of two-component mixtures with stochastic dominance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(1), pages 39-70, February.
- Melolinna, Marko, 2008. "Using financial markets information to identify oil supply shocks in a restricted VAR," Bank of Finland Research Discussion Papers 9/2008, Bank of Finland.
- 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.
- 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.
- Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
- Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
- Mr. Jorge I Canales Kriljenko & Mehdi Hosseinkouchack & Alexis Meyer-Cirkel, 2014. "Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis," IMF Working Papers 2014/241, International Monetary Fund.
- Attanasio, Orazio & Cattan, Sarah & Fitzsimons, Emla & Meghir, Costas & Rubio-Codina, Marta, 2015.
"Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia,"
IZA Discussion Papers
8856, Institute of Labor Economics (IZA).
- Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Costas Meghir & Marta Rubio-Codina, 2015. "Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia," Cowles Foundation Discussion Papers 1987R3, Cowles Foundation for Research in Economics, Yale University, revised May 2018.
- Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Costas Meghir & Marta Rubio-Codina, 2015. "Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia," NBER Working Papers 20965, National Bureau of Economic Research, Inc.
- Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Costas Meghir & Marta Rubio-Codina, 2015. "Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia," Cowles Foundation Discussion Papers 1987R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2017.
- Attanasio, Orazio & Cattan, Sarah & Fitzsimons, Emla & Meghir, Costas & Rubio-Codina, Marta, 2015. "Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia," Center Discussion Papers 198561, Yale University, Economic Growth Center.
- Costas Meghir & Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Marta Rubio-Codina, 2015. "Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia," Working Papers 1046, Economic Growth Center, Yale University.
- Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Costas Meghir & Marta Rubio-Codina, 2015. "Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia," Cowles Foundation Discussion Papers 1987, Cowles Foundation for Research in Economics, Yale University.
- Orazio Attanasio & Sarah Cattan & Emla Fitzsimons & Costas Meghir & Marta Rubio-Codina, 2015. "Estimating the Production Function for Human Capital: Results from a Randomized Control Trial in Colombia," Cowles Foundation Discussion Papers 1987R2, Cowles Foundation for Research in Economics, Yale University, revised Jul 2018.
- Kleibergen, Frank, 2007. "Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics," Journal of Econometrics, Elsevier, vol. 139(1), pages 181-216, July.
- Gilbert, Scott & Zemcík, Petr, 2006.
"Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example,"
Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 925-945, April.
- Scott Gilbert & Petr Zemcik, 2004. "Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example," CERGE-EI Working Papers wp223, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2011.
"Local and Global Rank Tests for Multivariate Varying-Coefficient Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(2), pages 295-306.
- Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005. "Local and global rank tests for multivariate varying-coefficient models," FEP Working Papers 196, Universidade do Porto, Faculdade de Economia do Porto.
- George Kapetanios, 2002.
"Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting,"
Working Papers
466, Queen Mary University of London, School of Economics and Finance.
- George Kapetanios, 2002. "Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting," Working Papers 466, Queen Mary University of London, School of Economics and Finance.
- Luo, Yao & Xiao, Ping & Xiao, Ruli, 2022. "Identification of dynamic games with unobserved heterogeneity and multiple equilibria," Journal of Econometrics, Elsevier, vol. 226(2), pages 343-367.
More about this item
Keywords
; ; ; ; ; ;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2010-09-25 (Econometrics)
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:hit:econdp:2010-09. 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: Digital Resources Section, Hitotsubashi University Library (email available below). General contact details of provider: https://edirc.repec.org/data/fehitjp.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/p/hit/econdp/2010-09.html