Determining the number of components is a crucial issue in a mixture model. A moment-based criterion is considered to estimate the number of components arising from a normal mixture model. This criterion is derived fr...Determining the number of components is a crucial issue in a mixture model. A moment-based criterion is considered to estimate the number of components arising from a normal mixture model. This criterion is derived from an omnibus statistic involving the skewness and kurtosis of each component. The proposed criterion additionally provides a measurement for the model fit in an absolute sense. The performances of our criterion are satisfactory compared with other classical criteria through Monte-Carlo experiments.展开更多
基金supported by the National Natural Sciences Foundation of China(7137102271401193+2 种基金71671193)the Program for Innovation Research in Central University of Finance and Economicsthe Innovation Foundation of BUAA for Ph.D.Graduates
文摘Determining the number of components is a crucial issue in a mixture model. A moment-based criterion is considered to estimate the number of components arising from a normal mixture model. This criterion is derived from an omnibus statistic involving the skewness and kurtosis of each component. The proposed criterion additionally provides a measurement for the model fit in an absolute sense. The performances of our criterion are satisfactory compared with other classical criteria through Monte-Carlo experiments.
