Semi-parametric specification tests for mixing distributions

Yue Fang (First Author)

Research output: Contribution to journalJournal


We present a semi-parametric method for testing mixing distributions in the mixed Poisson model. The proposed method, which is based on the generalized method of moments, does not demand the complete specification of the probability function but only requires a specification of a set of moment conditions which the model should satisfy. We demonstrate that an explicit expression for moment relations between the mixing and the mixed distributions provides a natural way in selecting moment restrictions and model parameterization. The Monte Carlo evidence suggests that the test has satisfactory performance for moderate size samples.
Original languageEnglish
Pages (from-to)2829-2839
JournalComputational Statistics & Data Analysis
Issue number5
Publication statusPublished - 2008

Corresponding author email


  • Mixed Poisson distribution
  • Model specification
  • Monte Carlo simulation
  • Semi-parametric method

Indexed by

  • ABDC-A
  • SCIE


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