We consider partial identification of finite mixture models in the presence of an observable source of variation in the mixture weights that leaves component distributions unchanged, as is the case in large classes of econometric models. We first show that when the number J of component...

The key purpose of this paper is to present an alternative viewpoint for combining expert opinions based on finite mixture models. Moreover, we consider that the components of the mixture are not necessarily assumed to be from the same parametric family. This approach can enable the agent to...

Fitting parametric models or the use of the empirical cumulative distribution function are problematic when it comes to the estimation of tail probabilities from small samples. A possible remedy is to fuse or combine the small samples with additional data from external sources and base the...