A Modified Likelihood Ratio Test For Homogeneity in Finite Mixture Models
Publish place: 05th Iranian Statistics Conference
Publish Year: 1379
Type: Conference paper
Language: English
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ISC05_001
Index date: 4 January 2010
A Modified Likelihood Ratio Test For Homogeneity in Finite Mixture Models abstract
Testing for homogeneity in finite mixture models has been investigated recently by many authors. It has been recognized that the asymptotic null distribution of the likelihood ratio test (LRT) is very complex and difficult to implement. In this paper, we propose a modified LRT for homogeneity in the finite mixture models with a general parametric kernel distribution family. The modified LRT enjoys the simple X2- type null limiting distribution and is asymptotically most powerfull under the local alternative models. The modified LRT is found is simulations to perform better than the C(a) test, the bootstrap test and Davies’ method. The empirical sampling study also reveals that the limiting distribution with some adjustment can satisfactorily approximate the quantiles of the test statistic even at a moderate sample size.
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A Modified Likelihood Ratio Test For Homogeneity in Finite Mixture Models authors
Hanfeng Chen
Dept. of Math. & Stat., Bowling Green State University, Bowling Green, OH ۴۳۴۰۳-۰۲۲۱, U.S.A.
Jiahua Chen
Dept. of Math. & Stat., Bowling Green State University, Bowling Green, OH ۴۳۴۰۳-۰۲۲۱, U.S.A.
John D.Kalbfleisch
Dept: of Statistics, University of Waterloo, Waterloo, ON N۲۱ ۳G۱, Canada.