Tuning the EM-test for finite mixture models

DOI10.1002/CJS.10122zbMATH Open1230.62020OpenAlexW1504730822MaRDI QIDQ3174219FDOQ3174219

Authors: Jiahua Chen, Pengfei Li 

Publication date: 12 October 2011

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

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

Recommendations

• Testing the order of a finite mixture
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zbMATH Keywords

computer experimentorderEM-testchi-square limiting distribution

Mathematics Subject Classification ID

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

Cites Work

• Estimating the dimension of a model
• Title not available (Why is that?)
• Testing Statistical Hypotheses
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
• Asymptotics for likelihood ratio tests under loss of identifiability
• Hypothesis test for normal mixture models: the EM approach
• Asymptotic theory of the likelihood ratio test for the identification of a mixture
• 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 Homogeneity in a Mixture Distribution via theL²Distance Between Competing Models
• Hidden Markov Models for Time Series
• Asymptotic distribution of the likelihood ratio test that a mixture of two binomials is a single binomial
• Testing homogeneity in discrete mixtures

Cited In (11)

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

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