Advanced Search
MyIDEAS: Login to save this article or follow this journal

A modified likelihood ratio test for homogeneity in finite mixture models


Author Info

  • Hanfeng Chen
  • Jiahua Chen
  • John D. Kalbfleisch
Registered author(s):


    No abstract is available for this item.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL:
    File Function: link to full text
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society: Series B (Methodological).

    Volume (Year): 63 (2001)
    Issue (Month): 1 ()
    Pages: 19-29

    as in new window
    Handle: RePEc:bla:jorssb:v:63:y:2001:i:1:p:19-29

    Contact details of provider:
    Postal: 12 Errol Street, London EC1Y 8LX, United Kingdom
    Phone: -44-171-638-8998
    Fax: -44-171-256-7598
    Web page:
    More information through EDIRC

    Order Information:

    Related research



    No references listed on IDEAS
    You can help add them by filling out this form.


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Andrew Sweeting, 2008. "The Strategic Timing Incentives of Commercial Radio Stations: An Empirical Analysis Using Multiple Equilibria," NBER Working Papers 14506, National Bureau of Economic Research, Inc.
    2. Wong, Tony Siu Tung & Li, Wai Keung, 2014. "Test for homogeneity in gamma mixture models using likelihood ratio," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 70(C), pages 127-137.
    3. Dannemann, Jörn & Holzmann, Hajo, 2010. "Testing for two components in a switching regression model," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 54(6), pages 1592-1604, June.
    4. Christian Ritz, 2013. "Penalized likelihood ratio tests for repeated measurement models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, Springer, vol. 22(3), pages 534-547, September.
    5. Charnigo, Richard & Fan, Qian & Bittel, Douglas & Dai, Hongying, 2013. "Testing unilateral versus bilateral normal contamination," Statistics & Probability Letters, Elsevier, Elsevier, vol. 83(1), pages 163-167.
    6. Zhu, Hongtu & Zhang, Heping, 2006. "Asymptotics for estimation and testing procedures under loss of identifiability," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 97(1), pages 19-45, January.
    7. Karl Mosler & Christoph Scheicher, 2008. "Homogeneity testing in a Weibull mixture model," Statistical Papers, Springer, Springer, vol. 49(2), pages 315-332, April.
    8. Jogi Henna, 2005. "Estimation of the number of components of finite mixtures of multivariate distributions," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 57(4), pages 655-664, December.
    9. Ning, Wei & Zhang, Sanguo & Yu, Chang, 2009. "A moment-based test for the homogeneity in mixture natural exponential family with quadratic variance functions," Statistics & Probability Letters, Elsevier, Elsevier, vol. 79(6), pages 828-834, March.
    10. Garel, Bernard, 2007. "Recent asymptotic results in testing for mixtures," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(11), pages 5295-5304, July.
    11. Lo, Yungtai, 2005. "Likelihood ratio tests of the number of components in a normal mixture with unequal variances," Statistics & Probability Letters, Elsevier, Elsevier, vol. 71(3), pages 225-235, March.
    12. Date, Paresh & Mamon, Rogemar & Tenyakov, Anton, 2013. "Filtering and forecasting commodity futures prices under an HMM framework," Energy Economics, Elsevier, Elsevier, vol. 40(C), pages 1001-1013.
    13. Sebastian Vollmer & Hajo Holzmann & Florian Schwaiger, 2013. "Peak vs Components," Review of Development Economics, Wiley Blackwell, Wiley Blackwell, vol. 17(2), pages 352-364, 05.
    14. Cui, Yin & Fu, Yuejiao & Hussein, Abdulkadir, 2009. "Group sequential testing of homogeneity in genetic linkage analysis," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 53(10), pages 3630-3639, August.
    15. Cho, Jin Seo & White, Halbert, 2010. "Testing for unobserved heterogeneity in exponential and Weibull duration models," Journal of Econometrics, Elsevier, Elsevier, vol. 157(2), pages 458-480, August.
    16. Hajo Holzmann & Sebastian Vollmer & Julian Weisbrod, 2007. "Twin Peaks or Three Components? - Analyzing the World\'s Cross-Country Distribution of Income," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research 162, Ibero-America Institute for Economic Research.
    17. Lee, David & Li, Wai Keung & Wong, Tony Siu Tung, 2012. "Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 538-550.
    18. Andrew Sweeting, 2005. "Coordination Games, Multiple Equilibria and the Timing of Radio Commercials," 2005 Meeting Papers, Society for Economic Dynamics 490, Society for Economic Dynamics.


    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.


    Access and download statistics


    When requesting a correction, please mention this item's handle: RePEc:bla:jorssb:v:63:y:2001:i:1:p:19-29. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.