Hypothesis testing for finite mixture models
Author
Abstract
Suggested Citation
DOI: 10.1016/j.csda.2018.05.005
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Jiahua Chen & Pengfei Li & Yuejiao Fu, 2012. "Inference on the Order of a Normal Mixture," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(499), pages 1096-1105, September.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2015. "Testing the Number of Components in Normal Mixture Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1632-1645, December.
- Juan Shen & Xuming He, 2015. "Inference for Subgroup Analysis With a Structured Logistic-Normal Mixture Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 303-312, March.
- Li, Pengfei & Chen, Jiahua, 2010. "Testing the Order of a Finite Mixture," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1084-1092.
- Hong‐Tu Zhu & Heping Zhang, 2004. "Hypothesis testing in mixture regression models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 3-16, February.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Cong, Lin & Yao, Weixin, 2021. "A Likelihood Ratio Test of a Homoscedastic Multivariate Normal Mixture Against a Heteroscedastic Multivariate Normal Mixture," Econometrics and Statistics, Elsevier, vol. 18(C), pages 79-88.
- Bagkavos, Dimitrios & Patil, Prakash N., 2023. "Goodness-of-fit testing for normal mixture densities," Computational Statistics & Data Analysis, Elsevier, vol. 188(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hiroyuki Kasahara & Katsumi Shimotsu, 2017.
"Testing the Order of Multivariate Normal Mixture Models,"
CIRJE F-Series
CIRJE-F-1044, CIRJE, Faculty of Economics, University of Tokyo.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2019. "Testing the Order of Multivariate Normal Mixture Models," Papers 1902.02920, arXiv.org.
- Kasahara Hiroyuki & Shimotsu Katsumi, 2012.
"Testing the Number of Components in Finite Mixture Models,"
Global COE Hi-Stat Discussion Paper Series
gd12-259, Institute of Economic Research, Hitotsubashi University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Testing the Number of Components in Finite Mixture Models," CIRJE F-Series CIRJE-F-867, CIRJE, Faculty of Economics, University of Tokyo.
- Meitz, Mika & Saikkonen, Pentti, 2021.
"Testing for observation-dependent regime switching in mixture autoregressive models,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 601-624.
- Mika Meitz & Pentti Saikkonen, 2017. "Testing for observation-dependent regime switching in mixture autoregressive models," Papers 1711.03959, arXiv.org.
- Xu Gao & Weining Shen & Jing Ning & Ziding Feng & Jianhua Hu, 2022. "Addressing patient heterogeneity in disease predictive model development," Biometrics, The International Biometric Society, vol. 78(3), pages 1045-1055, September.
- Ye, Mao & Lu, Zhao-Hua & Li, Yimei & Song, Xinyuan, 2019. "Finite mixture of varying coefficient model: Estimation and component selection," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 452-474.
- Holzmann, Hajo & Schwaiger, Florian, 2016. "Testing for the number of states in hidden Markov models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 318-330.
- Alexander D. Stead & Phill Wheat & William H. Greene, 2023. "On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model," Journal of Productivity Analysis, Springer, vol. 60(1), pages 37-48, August.
- Juan Shen & Xuming He, 2015. "Inference for Subgroup Analysis With a Structured Logistic-Normal Mixture Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 303-312, March.
- Wong, Tony S.T. & Lam, Kwok Fai & Zhao, Victoria X., 2018. "Asymptotic null distribution of the modified likelihood ratio test for homogeneity in finite mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 127(C), pages 248-257.
- Ying Huang & Juhee Cho & Youyi Fong, 2021. "Threshold‐based subgroup testing in logistic regression models in two‐phase sampling designs," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(2), pages 291-311, March.
- Pan, Lanfeng & Li, Yehua & He, Kevin & Li, Yanming & Li, Yi, 2020. "Generalized linear mixed models with Gaussian mixture random effects: Inference and application," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
- Michael Vogt & Matthias Schmid, 2021. "Clustering with statistical error control," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(3), pages 729-760, September.
- Yanyuan Ma & Shaoli Wang & Lin Xu & Weixin Yao, 2021. "Semiparametric mixture regression with unspecified error distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(2), pages 429-444, June.
- Maciejowska, Katarzyna, 2013. "Assessing the number of components in a normal mixture: an alternative approach," MPRA Paper 50303, University Library of Munich, Germany.
- Bagkavos, Dimitrios & Patil, Prakash N., 2023. "Goodness-of-fit testing for normal mixture densities," Computational Statistics & Data Analysis, Elsevier, vol. 188(C).
- Hiroyuki Kasahara & Katsumi Shimotsu, 2018. "Testing the Number of Regimes in Markov Regime Switching Models," Papers 1801.06862, arXiv.org, revised Jan 2018.
- Jingxiang Chen & Yufeng Liu & Donglin Zeng & Rui Song & Yingqi Zhao & Michael R. Kosorok, 2016. "Comment," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(515), pages 942-947, July.
- Georgiev, Iliyan, 2010. "Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables," Journal of Econometrics, Elsevier, vol. 158(1), pages 37-50, September.
- Cai, Tingting & Li, Jianbo & Zhou, Qin & Yin, Songlou & Zhang, Riquan, 2024. "Subgroup detection based on partially linear additive individualized model with missing data in response," Computational Statistics & Data Analysis, Elsevier, vol. 192(C).
- Fisher, Mark & Jensen, Mark J., 2022.
"Bayesian nonparametric learning of how skill is distributed across the mutual fund industry,"
Journal of Econometrics, Elsevier, vol. 230(1), pages 131-153.
- Mark Fisher & Mark J. Jensen & Paula A. Tkac, 2019. "Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry," FRB Atlanta Working Paper 2019-3, Federal Reserve Bank of Atlanta.
More about this item
Keywords
Mixture models; Hypothesis testing; Goodness of fit test; Number of components; Model selection;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:132:y:2019:i:c:p:180-189. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.