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A modified likelihood ratio test for homogeneity in finite mixture models

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  • Hanfeng Chen
  • Jiahua Chen
  • John D. Kalbfleisch
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    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

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    Handle: RePEc:bla:jorssb:v:63:y:2001:i:1:p:19-29

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    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.

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