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

被引：25

作者：

FENG, ZD

MCCULLOCH, CE

机构：

[1] CORNELL UNIV,BIOMETR UNIT,ITHACA,NY 14853

[2] CORNELL UNIV,CTR STAT,ITHACA,NY 14853

来源：

BIOMETRICS | 1994年 / 50卷 / 04期

关键词：

BOOTSTRAP; EM ALGORITHM; FINITE NORMAL MIXTURE; LIKELIHOOD RATIO TEST; SINGULARITY;

D O I：

10.2307/2533453

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

An important but difficult problem in practice is to determine the number of components in a normal mixture model with unequal variances. When the likelihood ratio test statistic -2log lambda is used, it is unbounded above and fails to satisfy standard regularity conditions. A restricted maximization procedure must therefore be used, which makes the procedure ad hoc. A consequence of this may explain the discrepancies among the simulation results of previous investigations.

引用

页码：1158 / 1162

页数：5

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