Likelihood ratio tests for central mixtures

DOI10.1016/0167-7152(88)90074-0MaRDI QIDQ1095522zbMATH OpenOpenAlexFDO

Authors Daniel Zelterman

Publication date 1988

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(88)90074-0

zbMATH Keywords

close alternative hypothesislikelihood ratio tests for central mixtureslog-likelihood ratiomixing distributionsimple null hypothesistests of homogeneity

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Review text

The log-likelihood ratio is expanded for testing a simple null hypothesis against a sequence of alternative hypotheses in which the observations are sampled from a mixture of distributions located near the null hypothesis. The test criterion depends on the mixing distribution only through its variance and is approximately normally distributed under both hypotheses.

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Cites work

• Asymptotic properties of homogeneity tests
• Goodness-of-Fit Tests for Large Sparse Multinomial Distributions
• scientific article; zbMATH DE number 3203929 (Why is no real title available?)
• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• Tests for homogeneity of odds ratio when the data are sparse
• The asymptotic effect of substituting estimators for parameters in certain types of statistics

Cited in

(11)

• The log-likelihood ratio for sparse multinomial mixtures
• Optimal test for no contamination in reliability models.
• Likelihood ratio tests based on subglobal optimization: A power comparison in exponential mixture models
• One-Sample Likelihood Ratio Tests for Mixed Data
• Testing in normal mixture models when the proportions are known
• Local sequential testing procedures in a normal mixture model
• ON THE LIKELIHOOD RATIO TEST FOR A SINGLE MODEL AGAINST THE MIXTURE OF TWO KNOWN DENSITIES
• scientific article; zbMATH DE number 878577 (Why is no real title available?)
• On likelihood ratio tests
• The likelihood ratio test for general mixture models with or without structural parameter
• Likelihood ratio test for univariate Gaussian mixture

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