含结构参数的二元正态混合模型齐一性的修正似然比检验
摘要
研究含一个未知结构参数的二元正态混合模型齐一性检验的修正似然比统计量的渐近性质,证明了修正似然比统计量在零假设下的极限分布为x2^2.
出处
《中国科学(A辑)》
CSCD
北大核心
2007年第12期1463-1473,共11页
Science in China(Series A)
基金
国家自然科学基金(批准号:10661003)
广西科学基金(批准号:0728092)
教育部留学回国人员科研启动基金(批准号:[2004]527)资助项目
参考文献10
-
1Lindsay B G. Moment matrices: applications in mixtures. Ann Statist, 17:722-740 (1989)
-
2Leroux B. Consistent estimation of a mixture distribution. Ann Statist, 20:1350-1360 (1992)
-
3Chernoff H, Lander E. Asymptotic distribution of the likelihood ratio test that a mixture of two binomials is a single binomial. J Statist Plann Inference, 43:19-40 (1995)
-
4Cheng R C H, Traylor L. Non-regular maximum likelihood problems (with discussion). J R Statist Soc B, 57:3-44 (1995)
-
5Chen H, Chen J. Large sample distribution of the likelihood ratio test for normal mixtures. Statist Probab Lett, 52:125-133 (2001)
-
6Chen H, Chen J. Tests for homogeneity in normal mixture with presence of a structural parameter. Statist Sinica, 13:351-365 (2003)
-
7Chen H, Chen J, Kalbfleisch. A modified likelihood ratio test for homogeneity in finite mixture models. J R Statist Soc B, 63:19-29 (2001)
-
8Qin Y, Smith B. Likelihood ratio test for homogeneity in normal mixtures in the presence of a structural parameter. Statist Sinica, 14:1165-1177 (2004)
-
9Hartigan J A. A failure of likelihood asymptotics for normal mixtures. In: Lecam L, Olshen R A, eds. Proceedings of the Berkeley Conference in Honor of Neyman J and Kiefer J. Wadsworth: Belmont, 1985, 807-810
-
10Chen H, Chen J, Kalbfleisch. A modified likelihood ratio test for homogeneity in the finite mixture models. Technical Report STAT 2000-01. Waterloo: Department of Statistics and Actuarial Science, University of Waterloo, 2000
-
1秦永松,雷庆祝.方差未知时两样本正态混合模型齐一性的修正似然比检验(英文)[J].应用概率统计,2009,25(1):86-94.
-
2张建军,乔松珊.排序集抽样下总体参数的修正似然比检验方法[J].河南科学,2012,30(3):293-298.
-
3李少亭,陈家骅.伽玛混合分布中的齐一性检验(英文)[J].系统科学与数学,2015,35(12):1418-1435. 被引量:1
-
4尤芳.Gibbs抽样在正态混合模型中的参数估计[J].统计与决策,2009,25(15):150-151. 被引量:2
-
5张香云,宋红凤.基于Gibbs抽样正态混合模型的参数估计[J].统计与决策,2009,25(9):28-29. 被引量:2
-
6周涌.各总体方差单调时一种新的齐一性检验法[J].咸宁学院学报,2005,25(6):5-8.
-
7尚小舟,石艳平.基于Boosting方法的混合正态模型选择[J].甘肃联合大学学报(自然科学版),2008,22(4):3-6.
-
8郭建华,陈文远,马文卿.线性模型中有向关联测度的可压缩性[J].黑龙江大学自然科学学报,1998,15(3):10-14.
-
9李亚利,吴黎军.应用χ~2统计量分析保险数据[J].数理统计与管理,2004,23(2):59-63.