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Local likelihood ratio tests in the normal mixture model

✍ Scribed by Yanhong Wu; Yongxia Xu

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
83 KB
Volume
50
Category
Article
ISSN
0167-7152

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✦ Synopsis

The test for homogeneity in the mixture normal model is di cult 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 di cult 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.

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