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检验指数混合假设并通过矩方法估计混合分布

Testing the Mixture of Exponentials Hypothesis and Estimating the Mixing Distribution by the Methods of Moments

Journal of the American Statistical Association · 1990
被引 17
ABS 4

中文导读

本文提出用矩方法检验指数混合假设并估计混合分布,适用于处理生存分析或持续时间数据中的异质性,帮助研究者判断数据是否来自指数混合模型。

Abstract

James J. Heckman, Richard Robb, James R. Walker, Testing the Mixture of Exponentials Hypothesis and Estimating the Mixing Distribution by the Methods of Moments, Journal of the American Statistical Association, Vol. 85, No. 410 (Jun., 1990), pp. 582-589

计量经济学统计学应用数学分布理论