Size and Power of Recent Tests for Homogeneity in Exponential Mixtures

DOI10.1080/03610910701212074MaRDI QIDQ3447102zbMATH OpenOpenAlexFDO

Authors Lars Haferkamp, Karl Mosler

Publication date 28 June 2007

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910701212074

zbMATH Keywords

ADDS testD-testgoodness-of-fitmixture diagnosismodified likelihood ratio testoverdispersionsurvival analysisunobserved heterogeneity

Mathematics Subject Classification ID

Testing in survival analysis and censored data (62N03) Reliability, availability, maintenance, inspection in operations research (90B25)

Recommendations

• Theory & Methods: Testing for Homogeneity in an Exponential Mixture Model
• Local score tests in mixture exponential family
• Weighted tests of homogeneity for testing the number of components in a mixture
• Testing Homogeneity in a Mixture Distribution via theL²Distance Between Competing Models
• A modified likelihood ratio test for homogeneity in finite mixture models

Cites work

• A cautionary note on likelihood ratio tests in mixture models
• A modified likelihood ratio test for homogeneity in finite mixture models
• Mixture models: theory, geometry and applications
• Statistical analysis of finite mixture distributions
• Testing Homogeneity in a Mixture Distribution via theL²Distance Between Competing Models
• The Analysis of Failure Times in the Presence of Competing Risks
• Theory & Methods: Testing for Homogeneity in an Exponential Mixture Model

Cited in

(7)

• Risk process approximation with mixing
• Likelihood testing with censored and missing duration data
• Exact likelihood ratio testing for homogeneity of the exponential distribution
• Some rememarks on locally most powerful unbiased tests for the detection of mixtures of poisson or binomial distributions
• Testing the Mixture of Exponentials Hypothesis and Estimating the Mixing Distribution by the Methods of Moments
• An Empirical Power Comparison of Three Tests of Exponentiality Under Mixture- and Outlier-Models
• Theory & Methods: Testing for Homogeneity in an Exponential Mixture Model

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