Asymptotics for likelihood ratio tests under loss of identifiability

DOI10.1214/AOS/1056562463zbMATH Open1032.62014OpenAlexW2046902807MaRDI QIDQ1412366FDOQ1412366

Yongzhao Shao, Xin Liu

Publication date: 10 November 2003

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1056562463

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zbMATH Keywords

finite mixture modellikelihood ratio testHellinger distanceDonsker classloss of indentifiability

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cites Work

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• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
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• Likelihood ratio tests in contamination models

Cited In (73)

• On finite mixture models
• Hypothesis test for normal mixture models: the EM approach
• Group sequential testing of homogeneity in genetic linkage analysis
• Likelihood inference in some finite mixture models
• Rate of divergence of the nonparametric likelihood ratio test for Gaussian mixtures
• On asymptotically optimal tests under loss of identifiability in semiparametric models
• On asymptotic size distortions in the random coefficients logit model
• TESTING FOR HOMOGENEITY IN MIXTURE MODELS
• Asymptotics for the likelihood ratio test in a two-component normal mixture model
• Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
• Testing the order of a normal mixture in mean
• Testing homogeneity in a scale mixture of normal distributions
• Test for homogeneity in gamma mixture models using likelihood ratio
• Modified likelihood ratio test for homogeneity in a mixture of von Mises distributions
• Testing homogeneity in a heteroscedastic contaminated normal mixture
• Robust estimation for the order of finite mixture models
• Statistical inference for normal mixtures with unknown number of components
• Estimation and tests in finite mixture models of nonparametric densities
• A mixture‐distribution factor model for multivariate outliers
• Sample‐size calculation for tests of homogeneity
• Mixture cure model with an application to interval mapping of quantitative trait loci
• Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables
• Likelihood ratio tests in curved exponential families with nuisance parameters present only under the alternative
• On strong identifiability and convergence rates of parameter estimation in finite mixtures
• Theoretical analysis of power in a two-component normal mixture model
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Dose response signal detection under model uncertainty
• Bayesian analysis in moment inequality models
• Asymptotic theory of the likelihood ratio test for the identification of a mixture
• Semiparametric Fractional Imputation Using Gaussian Mixture Models for Handling Multivariate Missing Data
• Parameter Identifiability in Statistical Machine Learning: A Review
• Types of likelihood maxima in mixture models and their implication on the performance of tests
• Recent asymptotic results in testing for mixtures
• A discrete choice model for partially ordered alternatives
• Consistent estimation of the architecture of multilayer perceptrons.
• Difficulty of Singularity in Population Coding
• A mixture‐distribution factor model for multivariate outliers
• Estimation of the complexity of a finite mixture distribution: from well- to less known methods
• A note on likelihood ratio tests for models with latent variables
• The Kumaraswamy skew-normal distribution
• Identification of complete information games
• Penalized likelihood ratio tests for repeated measurement models
• A statistical test for mixture detection with application to component identification in multidimensional biomolecular NMR studies
• Testing homogeneity in discrete mixtures
• The transmission disequilibrium/heterogeneity test with parental-genotype reconstruction for refined genetic mapping of complex diseases
• Asymptotics for regression models under loss of identifiability
• Inference on the Order of a Normal Mixture
• Testing homogeneity in a multivariate mixture model
• Tuning the EM-test for finite mixture models
• Optimal estimation of high-dimensional Gaussian location mixtures
• A two-stage procedure for partially identified models
• Asymptotics for estimation and testing procedures under loss of identifiability
• Hypothesis testing for finite mixture models
• Estimating the number of components in finite mixture models via the group-sort-fuse procedure
• Test for homogeneity in Hardy-Weinberg normal mixture model
• Sign tests for weak principal directions
• A test of non-identifying restrictions and confidence regions for partially identified parameters
• Empirical identifiability in finite mixture models
• Testing homogeneity in contaminated mixture models
• Asymptotic analysis of singular likelihood ratio of normal mixture by Bayesian learning theory for testing homogeneity
• DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS
• Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
• Comparison of different approaches for dose response analysis
• Likelihood ratio tests for a dose‐response effect using multiple nonlinear regression models
• Identification in ascending auctions, with an application to digital rights management
• Mixtures of Nonlinear Poisson Autoregressions
• Testing quantitative trait locus effects in genetic backcross studies with double recombination occurring
• Penalized estimation for non-identifiable models
• Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities
• Hypothesis test on a mixture forward-incubation-time epidemic model with application to COVID-19 outbreak
• Title not available (Why is that?)
• A mixture distribution approach for assessing genetic impact from twin study
• EM-test for homogeneity in a two-sample problem with a mixture structure

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