Likelihood ratio tests of the number of components in a normal mixture with unequal variances

Research output: Contribution to journalArticle

21 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)225-235
Number of pages11
JournalStatistics and Probability Letters
Volume71
Issue number3
DOIs
StatePublished - Mar 1 2005

Keywords

  • Bootstrap test
  • Likelihood ratio test
  • Normal mixture
  • Posterior predictive checks

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint Dive into the research topics of 'Likelihood ratio tests of the number of components in a normal mixture with unequal variances'. Together they form a unique fingerprint.

  • Cite this