PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

The likelihood ratio test for general mixture models with possibly unknown structural parameter.
Elisabeth Gassiat, J.-M. Azais and C. Mercadier
ESAIM P&S 2009.

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Abstract

This paper deals with the likelihood ratio test (LRT) for testing hypotheses on the mixing measure in mixture models with possibly unknown structural parameter. The main result gives the asymptotic distribution of the LRT statistics under some conditions that are proved to be almost necessary. A detailed solution is given for two testing problems: the test of a single distribution against any mixture, with application to Gaussian, Poisson and binomial distributions; the test of the number of populations in a finite mixture with possibly unknown structural parameter.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:4871
Deposited By:Elisabeth Gassiat
Deposited On:24 March 2009

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