Semi-parametric inference in a bivariate (multivariate) mixture model

• Main Authors: LEUNG, Denis H. Y., QIN, Jing
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2006
• Subjects: empirical likelihood; multivariate mixture; semi-parametric; Shannon's mutual information; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/435; https://ink.library.smu.edu.sg/context/soe_research/article/1434/viewcontent/A16n19.pdf
• Institution: Singapore Management University

We consider estimation in a bivariate mixture model in which the component distributions can be decomposed into identical distributions. Previous approaches to estimation involve parametrizing the distributions. In this paper, we use a semi-parametric approach. The method is based on the exponential...