Estimation and tests in finite mixture models of nonparametric densities
ESAIM: Probability and Statistics (2009)
- Volume: 13, page 276-282
- ISSN: 1292-8100
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topPons, Odile. "Estimation and tests in finite mixture models of nonparametric densities." ESAIM: Probability and Statistics 13 (2009): 276-282. <http://eudml.org/doc/250666>.
@article{Pons2009,
abstract = {
The aim is to study the asymptotic behavior of estimators and tests
for the components of identifiable finite mixture models of
nonparametric densities with a known number of components.
Conditions for identifiability of the mixture components and
convergence of identifiable parameters are given.
The consistency and weak convergence of the identifiable parameters
and test statistics are presented for several models.
},
author = {Pons, Odile},
journal = {ESAIM: Probability and Statistics},
keywords = {Mixture models; nonparametric densities; test; weak convergence; mixture models},
language = {eng},
month = {7},
pages = {276-282},
publisher = {EDP Sciences},
title = {Estimation and tests in finite mixture models of nonparametric densities},
url = {http://eudml.org/doc/250666},
volume = {13},
year = {2009},
}
TY - JOUR
AU - Pons, Odile
TI - Estimation and tests in finite mixture models of nonparametric densities
JO - ESAIM: Probability and Statistics
DA - 2009/7//
PB - EDP Sciences
VL - 13
SP - 276
EP - 282
AB -
The aim is to study the asymptotic behavior of estimators and tests
for the components of identifiable finite mixture models of
nonparametric densities with a known number of components.
Conditions for identifiability of the mixture components and
convergence of identifiable parameters are given.
The consistency and weak convergence of the identifiable parameters
and test statistics are presented for several models.
LA - eng
KW - Mixture models; nonparametric densities; test; weak convergence; mixture models
UR - http://eudml.org/doc/250666
ER -
References
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- M. Lemdani and O. Pons, Likelihood ratio tests in mixture models. C. R. Acad. Sci. Paris, Ser. I322 (1995) 399–404. Zbl0842.62011
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- O. Pons, Estimation et tests dans les modèles de mélanges de lois et de ruptures. Hermès-Science Lavoisier, London and Paris (2009).
- A. Wald, Note on the consistency of the maximum likelihood estimate, Ann. Math. Statist.20 (1949) 595–601. Zbl0034.22902
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