Asymptotic theory of the likelihood ratio test for the identification of a mixture

DOI10.1016/J.JSPI.2004.01.006zbMath1061.62028OpenAlexW1976148767MaRDI QIDQ1772674

Bernard Garel

Publication date: 21 April 2005

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.01.006

zbMATH Keywords

Asymptotic distributionMixture modelLikelihood ratio test statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items (14)

EM-test for homogeneity in a two-sample problem with a mixture structure ⋮ Testing homogeneity in a scale mixture of normal distributions ⋮ Hypothesis test for normal mixture models: the EM approach ⋮ Tuning the EM-test for finite mixture models ⋮ A new class of multivariate goodness of fit tests for multivariate normal mixtures ⋮ Minimax rates over Besov spaces in ill-conditioned mixture-models with varying mixing-weights ⋮ Aggregated tests based on supremal divergence estimators for non-regular statistical models ⋮ Testing for Homogeneity in Mixture Using Weighted Relative Entropy ⋮ Test for homogeneity in Hardy-Weinberg normal mixture model ⋮ Recent asymptotic results in testing for mixtures ⋮ An extension of a change-point problem ⋮ Test on components of mixture densities ⋮ Local score tests in mixture exponential family with fixed mean ⋮ The likelihood ratio test for general mixture models with or without structural parameter

Cites Work

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• Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
• Likelihood ratio tests in contamination models
• Asymptotics for likelihood ratio tests under loss of identifiability
• Asymptotics for the likelihood ratio test in a two-component normal mixture model
• Weak convergence and empirical processes. With applications to statistics
• Some recent research in the analysis of mixture distributions
• Simulated Percentage Points for the Null Distribution of the Likelihood Ratio Test for a Mixture of Two Normals
• Testing in locally conic models, and application to mixture models
• Finite mixture models
• Large sample distribution of the likelihood ratio test for normal mixtures
• Likelihood ratio test for univariate Gaussian mixture

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