The likelihood ratio test for homogeneity in bivariate normal mixtures

Yong Song Qin and Bruce Smith

Journal of Multivariate Analysis, 2006, vol. 97, issue 2, 474-491

Abstract: This paper investigates the asymptotic properties of the likelihood ratio statistic for testing homogeneity in a bivariate normal mixture model with known covariance. The asymptotic null distributions of the likelihood ratio statistic and a modified likelihood ratio statistic are obtained in explicit form. The distributions are identical. The results of a small simulation study to approximate the null distribution are presented.

Keywords: Mixture; model; Multivariate; normal; Likelihood; ratio; test; Asymptotic; distribution (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (2)

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