Local likelihood ratio tests in the normal mixture model

Yanhong Wu and Yongxia Xu

Statistics & Probability Letters, 2000, vol. 50, issue 4, 323-329

Abstract: The test for homogeneity in the mixture normal model is difficult to study due to the breakdown of the regularity conditions under standard theory. The asymptotic optimality of the likelihood ratio test is questionable and its distributional properties are also difficult to evaluate. In this paper, we consider and compare several tests based on the local likelihood ratio which are shown to be quite competitive compared with the generalized likelihood ratio test.

Keywords: Likelihood; ratio; test; Normal; mixture; model; Saddle-point; approximation (search for similar items in EconPapers)
Date: 2000
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