Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases
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Publication:882879
DOI10.3150/BJ/1161614946zbMATH Open1134.62010OpenAlexW1995697144MaRDI QIDQ882879FDOQ882879
Authors: Jean-Marc Azaïs, Cecile Mercadier, Elisabeth Gassiat 
Publication date: 24 May 2007
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1161614946
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Cites Work
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Cited In (25)
- The likelihood ratio test for general mixture models with or without structural parameter
- On quantitative trait locus mapping with an interference phenomenon
- Likelihood inference in some finite mixture models
- Rate of divergence of the nonparametric likelihood ratio test for Gaussian mixtures
- TESTING FOR HOMOGENEITY IN MIXTURE MODELS
- The SgenoLasso and its cousins for selective genotyping and extreme sampling: application to association studies and genomic selection
- Some rememarks on locally most powerful unbiased tests for the detection of mixtures of poisson or binomial distributions
- Estimation and tests in finite mixture models of nonparametric densities
- On empirical processes for quantitative trait locus mapping under the presence of a selective genotyping and an interference phenomenon
- An introduction to the Bayes information criterion: theoretical foundations and interpretation
- Wald tests of singular hypotheses
- Asymptotic theory of the likelihood ratio test for the identification of a mixture
- Likelihood ratio test process for quantitative trait locus detection
- On the asymptotic robustness of the likelihood ratio test in quantitative trait locus detection
- Recent asymptotic results in testing for mixtures
- On stochastic processes for quantitative trait locus mapping under selective genotyping
- An asymptotic test for quantitative trait locus detection in presence of missing genotypes
- On a locally Bahadur optimal test for no contamination in mixtures from the one-parameter exponential family
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes
- A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
- Local Powers of Optimal One‐sample and Multi‐sample Tests for the Concentration of Fisher‐von Mises‐Langevin Distributions
- Asymptotic Poisson character of extremes in non-stationary Gaussian models
- Asymptotic local power of the LR test for some homogeneity hypotheses on normal distributions
- Asymptotic behaviour of the posterior distribution in overfitted mixture models
- On the asymptotic formula for the probability of a type I error of mixture type power one tests
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