ON THE LIKELIHOOD RATIO TEST STATISTIC FOR THE NUMBER OF COMPONENTS IN A NORMAL MIXTURE WITH UNEQUAL VARIANCES

Authors
FENG ZD MCCULLOCH CE
Citation
Zd. Feng et Ce. Mcculloch, ON THE LIKELIHOOD RATIO TEST STATISTIC FOR THE NUMBER OF COMPONENTS IN A NORMAL MIXTURE WITH UNEQUAL VARIANCES, Biometrics, 50(4), 1994, pp. 1158-1162
Citations number
8
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Biometrics → ACNP
ISSN journal
0006341X
Volume
50
Issue
4
Year of publication
1994
Pages
1158 - 1162
Database
ISI
SICI code
0006-341X(1994)50:4<1158:OTLRTS>2.0.ZU;2-A
Abstract
An important but difficult problem in practice is to determine the num ber of components in a normal mixture model with unequal variances. Wh en the likelihood ratio test statistic -2log lambda is used, it is unb ounded above and fails to satisfy standard regularity conditions. A re stricted maximization procedure must therefore be used, which makes th e procedure ad hoc. A consequence of this may explain the discrepancie s among the simulation results of previous investigations.