Tuning the EM-test for finite mixture models

DOI10.1002/CJS.10122zbMath1230.62020OpenAlexW1504730822MaRDI QIDQ3174219

Jiahua Chen, Peng-Fei Li

Publication date: 12 October 2011

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.10122

zbMATH Keywords

orderEM-testcomputer experimentchi-square limiting distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Computing methodologies and applications (68U99) Asymptotic properties of parametric tests (62F05)

Related Items (9)

On finite mixture models ⋮ Testing homogeneity in a heteroscedastic contaminated normal mixture ⋮ Testing homogeneity in a scale mixture of normal distributions ⋮ The joy of proofs in statistical research ⋮ Testing for the number of states in hidden Markov models ⋮ Testing homogeneity in contaminated mixture models ⋮ Test for homogeneity with unordered paired observations ⋮ Sample‐size calculation for tests of homogeneity ⋮ Testing for intercept-scale switch in linear autoregression

Cites Work

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• Asymptotic theory of the likelihood ratio test for the identification of a mixture
• Testing homogeneity in discrete mixtures
• A Modified Likelihood Ratio Test for Homogeneity in Finite Mixture Models
• The likelihood ratio test for homogeneity in finite mixture models
• Non-finite Fisher information and homogeneity: an EM approach
• Penalized likelihood-ratio test for finite mixture models with multinomial observations
• Testing for a Finite Mixture Model with Two Components
• Testing Statistical Hypotheses
• Testing Homogeneity in a Mixture Distribution via theL²Distance Between Competing Models
• Hidden Markov Models for Time Series

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