Test on components of mixture densities

Autin Florent and Pouet Christophe
Additional contact information
Autin Florent: Université Aix-Marseille 1, C.M.I., Marseille Cedex 13, Frankreich

Statistics & Risk Modeling, 2011, vol. 28, issue 4, 389-410

Abstract: This paper deals with statistical tests on the components of mixture densities. We propose to test whether the densities of two independent samples of independent random variables Y1,...,Yn and Z1,...,Zn result from the same mixture of M components or not. We provide a test procedure which is proved to be asymptotically optimal according to the minimax setting. We extensively discuss the connection between the mixing weights and the performance of the testing procedure; this link had never been clearly established up to now.

Keywords: Besov spaces; minimax theory; mixture model; nonparametric tests; wavelet decomposition (search for similar items in EconPapers)
Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1524/strm.2011.1065 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:strimo:v:28:y:2011:i:4:p:389-410:n:2

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/strm/html

DOI: 10.1524/strm.2011.1065

Access Statistics for this article

Statistics & Risk Modeling is currently edited by Robert Stelzer

More articles in Statistics & Risk Modeling from De Gruyter
Bibliographic data for series maintained by Peter Golla ().