کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10526018 | 958410 | 2005 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Likelihood ratio tests of the number of components in a normal mixture with unequal variances
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Likelihood ratio tests of the number of components in a normal mixture with unequal variances Likelihood ratio tests of the number of components in a normal mixture with unequal variances](/preview/png/10526018.png)
چکیده انگلیسی
Determining the number of components in a mixture distribution is of interest to researchers in many areas. In this paper, we investigate the statistical properties of a likelihood ratio test proposed by Lo et al. (Biometrika 88 (2001) 767) for determining the number of components in a normal mixture with unequal variances. We discuss the dependence of the rate of convergence of the likelihood ratio statistic to its limiting distribution on the choice of restrictions imposed on the component variances to deal with the problem of unboundedness of the likelihood. We compare the test procedure to the parametric bootstrap method and posterior predictive checks, a Bayesian model checking procedure.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 71, Issue 3, 1 March 2005, Pages 225-235
Journal: Statistics & Probability Letters - Volume 71, Issue 3, 1 March 2005, Pages 225-235
نویسندگان
Yungtai Lo,