Homogeneity testing under finite location-scale mixtures
| Autor: | Chen, Jiahua, Li, Pengfei, Liu, Guanfu |
|---|---|
| Rok vydání: | 2018 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | The testing problem for the order of finite mixture models has a long history and remains an active research topic. Since Ghosh and Sen (1985) revealed the hard-to-manage asymptotic properties of the likelihood ratio test, there has been marked progress. The most successful attempts include the modified likelihood ratio test and the EM-test, which lead to neat solutions for finite mixtures of univariate normal distributions, finite mixtures of single-parameter distributions, and several mixture-like models. The problem remains challenging, and there is still no generic solution for location-scale mixtures. In this paper, we provide an EM-test solution for homogeneity for finite mixtures of location-scale family distributions. This EM-test has nonstandard limiting distributions, but we are able to find the critical values numerically. We use computer experiments to obtain appropriate values for the tuning parameters. A simulation study shows that the fine-tuned EM-test has close to nominal type I errors and very good power properties. Two application examples are included to demonstrate the performance of the EM-test. Comment: 29 pages, 1 figure |
| Databáze: | arXiv |
| Externí odkaz: |
|