Testing in locally conic models, and application to mixture models

D. Dacunha-Castelle; É. Gassiat

ESAIM: Probability and Statistics (1997)

  • Volume: 1, page 285-317
  • ISSN: 1292-8100

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Dacunha-Castelle, D., and Gassiat, É.. "Testing in locally conic models, and application to mixture models." ESAIM: Probability and Statistics 1 (1997): 285-317. <http://eudml.org/doc/104236>.

@article{Dacunha1997,
author = {Dacunha-Castelle, D., Gassiat, É.},
journal = {ESAIM: Probability and Statistics},
language = {eng},
pages = {285-317},
publisher = {EDP Sciences},
title = {Testing in locally conic models, and application to mixture models},
url = {http://eudml.org/doc/104236},
volume = {1},
year = {1997},
}

TY - JOUR
AU - Dacunha-Castelle, D.
AU - Gassiat, É.
TI - Testing in locally conic models, and application to mixture models
JO - ESAIM: Probability and Statistics
PY - 1997
PB - EDP Sciences
VL - 1
SP - 285
EP - 317
LA - eng
UR - http://eudml.org/doc/104236
ER -

References

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  5. BERDAI, A. and GAREL, B. ( 1994). Performances d'un test d'homogénéité contre une hypothèse de mélange gaussien. Rev. Stat. Appl. 42 63-79. Zbl0972.62505MR1278467
  6. BICKEL, P. and CHERNOFF, H. ( 1993). Asymptotic distribution of the likelihood ratio statistic in a prototypical non regular problem. In Statistics and Probability: A Raghu Raj Bahadur Festschrift. 
  7. DACUNHA-CASTELLE, D. and DUFLO, M. ( 1986). Probability and Statistics. Springer Verlag New-York. Zbl0586.62003
  8. DACUNHA-CASTELLE, D. and GASSIAT, E. ( 1996). Testing the order of a model using locally conic parametrization: population mixtures and stationary ARMA processes. Submitted. Zbl0957.62073
  9. DONOHO, D. L. ( 1988). One-sided inference about functionals of a density. Annals of Stat. 16 1390-1420. Zbl0665.62040MR964930
  10. DUDLEY, R. M. ( 1967). The size of compact subsets of hilbert space and continuity of Gaussian processes. Journal of Funct. Analysis 1 290-330. Zbl0188.20502MR220340
  11. GHOSH, J. and SEN, P. ( 1985). On the asymptotic performance of the log-likelihood ratio statistic for the mixture model and related results. In Proceedings of the Berkeley conference in honor of Jerzy Neyman and Jack Kiefer. Le Cam, L.M. and Olshen, R.A. eds. MR822065
  12. HANNAN, E. J. ( 1982). Testing for autocorrelation and akaike's criterion. In Essays in Statistical Science, p. 403-412. Gani, J.M., Hannan, E.J. eds. Zbl0498.62078MR633209
  13. HARTIGAN, J. A. ( 1985). A failure of likelihood ratio asymptotics for normal mixtures. In Proceedings of the Berkeley conference in honor of Jerzy Neyman and Jack Kiefer. Le Cam, L.M. and Olshen, R.A. eds. 
  14. LAURENT, B. ( 1993). Estimation de fonctionnelles intégrales non linéaires de la densité et de ses dérivées. PhD thesis, Université de Paris XI, France. 
  15. OSSIANDER, M. ( 1987). A central limit theorem under metric entropy with l2 bracketing. Annals of Prob. 15 897-919. Zbl0665.60036MR893905
  16. REDNER, R. ( 1981). Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions. Annals of Stat. 9 225-228. Zbl0453.62021MR600553
  17. ROUSSAS, G. G. ( 1970). Contiguity of probability measures: some applications in statistics. Princeton University press. Zbl1152.60007MR359099
  18. SELF, S. and LIANG, K. ( 1987). Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions. Jour. Amer. Stat. Assoc. 823 605-610. Zbl0639.62020MR898365
  19. TEICHER, H. ( 1965). Identifiability of finite mixtures. Annals of Math. Statist. 36 423-439. MR155376
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Citations in EuDML Documents

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  1. Jean-Marc Azaïs, Christine Cierco-Ayrolles, Alain Croquette, Bounds and asymptotic expansions for the distribution of the maximum of a smooth stationary gaussian process
  2. Jean-Marc Azaïs, Christine Cierco-Ayrolles, Alain Croquette, Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
  3. Gérard Biau, Estimation de la densité et tests par la méthode combinatoire pénalisée
  4. Jean-Marc Azaïs, Élisabeth Gassiat, Cécile Mercadier, The likelihood ratio test for general mixture models with or without structural parameter
  5. Madalina Olteanu, Joseph Rynkiewicz, Asymptotic properties of autoregressive regime-switching models
  6. Madalina Olteanu, Joseph Rynkiewicz, Asymptotic properties of autoregressive regime-switching models

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