Large sample distribution of the likelihood ratio test for normal mixtures

DOI10.1016/S0167-7152(00)00171-1zbMath0981.62015MaRDI QIDQ5937058

Jiahua Chen, Hanfeng Chen

Publication date: 2 April 2002

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

zbMATH Keywords

uniform convergenceconvergence of stochastic processesfinite mixture modelKolmogorov bound

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Inference from stochastic processes (62M99) Asymptotic properties of parametric tests (62F05)

Related Items

Asymptotics for the likelihood ratio test in a two-component normal mixture model, Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases, Modified likelihood ratio test for homogeneity in normal mixtures with two samples, Test for homogeneity in Hardy-Weinberg normal mixture model, A modified likelihood ratio test for homogeneity in bivariate normal mixtures of two samples, The likelihood ratio test for homogeneity in bivariate normal mixtures, Asymptotic theory of the likelihood ratio test for the identification of a mixture, Test for homogeneity in normal mixtures with unknown means and variances, Statistical inference on mixing proportion, Testing the number of components of the mixture of two inverse Weibull distributions, Recent asymptotic results in testing for mixtures, Local score tests in mixture exponential family with fixed mean, Modified likelihood ratio test for homogeneity in bivariate normal mixtures with presence of a structural parameter, The likelihood ratio test for general mixture models with or without structural parameter

Cites Work

• Likelihood ratio tests in contamination models
• Asymptotic distribution of the likelihood ratio test that a mixture of two binomials is a single binomial
• Optimal rate of convergence for finite mixture models
• Simulated Percentage Points for the Null Distribution of the Likelihood Ratio Test for a Mixture of Two Normals
• Uniform Convergence of Random Functions with Applications to Statistics
• On testing the number of components in finite mixture models with known relevant component distributions
• Penalized minimum‐distance estimates in finite mixture models
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