INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS
研究两成分混合模型在排除约束和尾部约束下的非参数点识别，提出成分分布和混合比例的简单闭式估计量及设定检验，并给出渐近性质与模拟表现。
Many econometric models can be analyzed as finite mixtures. We focus on two-component mixtures, and we show that they are nonparametrically point identified by a combination of an exclusion restriction and tail restrictions. Our identification analysis suggests simple closed-form estimators of the component distributions and mixing proportions, as well as a specification test. We derive their asymptotic properties using results on tail empirical processes and we present a simulation study that documents their finite-sample performance.