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Local likelihood ratio tests in the normal mixture model

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  • Wu, Yanhong
  • Xu, Yongxia

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.

Suggested Citation

  • Wu, Yanhong & Xu, Yongxia, 2000. "Local likelihood ratio tests in the normal mixture model," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 323-329, December.
    • Handle: RePEc:eee:stapro:v:50:y:2000:i:4:p:323-329
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    References listed on IDEAS

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    1. Lemdani, Mohamed & Pons, Odile, 1997. "Likelihood ratio tests for genetic linkage," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 15-22, April.
    2. Kung-Yee Liang & Paul J. Rathouz, 1999. "Hypothesis Testing Under Mixture Models: Application to Genetic Linkage Analysis," Biometrics, The International Biometric Society, vol. 55(1), pages 65-74, March.
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    Cited by:

    1. Ning, Wei & Zhang, Sanguo & Yu, Chang, 2009. "A moment-based test for the homogeneity in mixture natural exponential family with quadratic variance functions," Statistics & Probability Letters, Elsevier, vol. 79(6), pages 828-834, March.

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