Regularly Varying Mixing Densities and Mixture Failure Rate Asymptotics
The article studies a general mixture model, proposed in 8. It introduces Abelian and Tauberian theorems for a class of mixing distributions with regularly varying densities at 0. The findings are illustrated with examples of popular mixing distributions used to model unobserved heterogeneity.
general mixture model mixing distribution functions of regular variation mixture failure rate Abelian Theorem Tauberian theorem
TRIFON I. MISSOV MAXIM FINKELSTEIN
Max Planck Institute for Demographic Research Konrad-Zuse-Str. 1, 18057 Rostock, Germany Department of Mathematical Statistics, University of the Free State P.O. Box 339, 9300 Bloemfontein,
国际会议
北京
英文
481-487
2011-06-20(万方平台首次上网日期,不代表论文的发表时间)