Asymptotics for the likelihood ratio test in a two-component normal mixture model

DOI10.1016/S0378-3758(03)00138-1zbMath1050.62025OpenAlexW2005833665MaRDI QIDQ1883281

Yongzhao Shao, Xin Liu

Publication date: 4 October 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(03)00138-1

zbMATH Keywords

asymptotic distributionlikelihood ratio testhomogeneity testGaussian mixture model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of parametric tests (62F05)

Related Items

Test for homogeneity in gamma mixture models using likelihood ratio, Testing the order of a normal mixture in mean, Hypothesis test for normal mixture models: the EM approach, Bootstrap likelihood ratio test for Weibull mixture models fitted to grouped data, Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases, Asymptotic test of mixture model and its applications to QTL interval mapping, Detection boundary for a sparse gamma scale mixture model, Aggregated tests based on supremal divergence estimators for non-regular statistical models, Beyond HC: more sensitive tests for rare/weak alternatives, Theoretical analysis of power in a two-component normal mixture model, Contaminated normal modeling with application to microarray data analysis, Asymptotic theory of the likelihood ratio test for the identification of a mixture, Statistical inference on mixing proportion, Recent asymptotic results in testing for mixtures, Local score tests in mixture exponential family with fixed mean, Rate of divergence of the nonparametric likelihood ratio test for Gaussian mixtures, Statistical inference for normal mixtures with unknown number of components, The likelihood ratio test for general mixture models with or without structural parameter

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Weighted empirical and quantile processes
• The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family
• Asymptotics for likelihood ratio tests under loss of identifiability
• Asymptotics via empirical processes. With comments and a rejoinder by the author
• Weak convergence and empirical processes. With applications to statistics
• Simulated Percentage Points for the Null Distribution of the Likelihood Ratio Test for a Mixture of Two Normals
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• Testing Homogeneity in Gamma Mixture Models
• Large sample distribution of the likelihood ratio test for normal mixtures
• Likelihood ratio test for univariate Gaussian mixture