The likelihood ratio test for the number of components in a mixture with Markov regime

DOI10.1051/ps:2000102zbMath0982.62016MaRDI QIDQ4504586

Elisabeth Gassiat, Christine Keribin

Publication date: 14 September 2000

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/104266

zbMATH Keywords

mixture; Markov regime; LRT statistic

Mathematics Subject Classification ID

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62M99: Inference from stochastic processes

62F05: Asymptotic properties of parametric tests

62M02: Markov processes: hypothesis testing

Related Items

The likelihood ratio test for general mixture models with or without structural parameter, A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification, Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models, Likelihood ratio of unidentifiable models and multilayer neural networks, Testing for two states in a hidden Markov model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• On estimating the number of constituents of a finite mixture of continuous distributions
• Stochastic models for heterogeneous DNA sequences
• Maximum-likelihood estimation for hidden Markov models
• The estimation of the order of a mixture model
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
• Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
• Inference in hidden Markov models. I: Local asymptotic normality in the stationary case.
• Stochastic algorithms
• Asymptotic normality of the maximum likelihood estimator in state space models
• Exponential forgetting and geometric ergodicity in hidden Markov models
• Asymptotic Statistics
• Sur le test de maximum de vraisemblance pour le mélange de populations
• On the distribution of the likelihood ratio test statistic for a mixture of two normal distributions
• The approximate null distribution of the likelihood ratio test for a mixture of two bivariate normal distributions with equal co variance
• Testing in locally conic models, and application to mixture models
• Estimating the Order of Hidden Markov Models
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• Asymptotics of the maximum likelihood estimator for general hidden Markov models