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Jeudi 12 Avril 2012

Koen JOCHMANS (Sciences Po) présentera une communication :

"Nonparametric Estimation of Finite Mixtures"
(co-écrit avec Stéphane Bonhomme et Jean-Marc Robin)

de 14 h à 15 h 30 en Salle S016 à l'INSEE-CREST, 15 Boulevard Gabriel Péri, 92245 MALAKOFF (Métro : Malakoff/Plateau de Vanves (Immeuble "Malakoff 2)).

Abstract : We study the identification and estimation of component distributions and mixture weights in nonparametric finite mixture models with discrete and continuous outcomes. Assuming that at least three repeated measurements are available, we obtain simultaneous- diagonalization systems that point identify all mixture components provided an injectivity condition holds. We propose plug-in estimators that are easy to implement and analyze their large-sample behavior. We provide simulation evidence on the finite-sample performance of our methods and apply them to study wage dynamics from the PSID.