Asymptotics for estimation and testing procedures under loss of identifiability

DOI10.1016/j.jmva.2004.11.005zbMath1078.62063OpenAlexW2086760975MaRDI QIDQ2581509

Heping Zhang, Hong-Tu Zhu

Publication date: 10 January 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.11.005

zbMATH Keywords

Hellinger distanceConvergence rateConeNormal distributionAsymptotic distributionFinite mixture models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)

Related Items (6)

On asymptotically optimal tests under loss of identifiability in semiparametric models ⋮ Sign tests for weak principal directions ⋮ Perturbation and scaled Cook's distance ⋮ Strong identifiability and optimal minimax rates for finite mixture estimation ⋮ Mixtures of GAMs for habitat suitability analysis with overdispersed presence/absence data ⋮ Testing for observation-dependent regime switching in mixture autoregressive models

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