Likelihood ratio inequalities with applications to various mixtures

Elisabeth Gassiat

Annales de l'I.H.P. Probabilités et statistiques (2002)

  • Volume: 38, Issue: 6, page 897-906
  • ISSN: 0246-0203

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Gassiat, Elisabeth. "Likelihood ratio inequalities with applications to various mixtures." Annales de l'I.H.P. Probabilités et statistiques 38.6 (2002): 897-906. <http://eudml.org/doc/77747>.

@article{Gassiat2002,
author = {Gassiat, Elisabeth},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {asymptotic power; self-normalized score tests},
language = {eng},
number = {6},
pages = {897-906},
publisher = {Elsevier},
title = {Likelihood ratio inequalities with applications to various mixtures},
url = {http://eudml.org/doc/77747},
volume = {38},
year = {2002},
}

TY - JOUR
AU - Gassiat, Elisabeth
TI - Likelihood ratio inequalities with applications to various mixtures
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2002
PB - Elsevier
VL - 38
IS - 6
SP - 897
EP - 906
LA - eng
KW - asymptotic power; self-normalized score tests
UR - http://eudml.org/doc/77747
ER -

References

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  2. [2] D. Dacunha-Castelle, E. Gassiat, Testing in locally conic models, ESAIM Probab. Statist.1 (1997). Zbl1007.62507MR1468112
  3. [3] D. Dacunha-Castelle, E. Gassiat, Testing the order of a model using locally conic parametrization: population mixtures and stationary ARMA processes, Ann. Statist.27 (4) (1999) 1178-1209. Zbl0957.62073MR1740115
  4. [4] P. Doukhan, P. Massart, E. Rio, Invariance principles for absolutely regular empirical processes, Ann. Inst. Henri Poincaré31 (2) (1995) 393-427. Zbl0817.60028MR1324814
  5. [5] B.G. Leroux, Consistent estimation of a mixing distribution, Ann. Statist.20 (1992) 1350-1360. Zbl0763.62015MR1186253
  6. [6] B.G. Leroux, M.L. Puterman, Maximum-penalized likelihood estimation for independent and Markov dependent mixture models, Biometrics48 (1992) 545-558. 
  7. [7] X. Liu, Y. Shao, Asymptotics of the likelihood ratio under loss of identifiability with applications to finite mixture models, Preprint, 2001. 
  8. [8] G. Peskir, M. Weber, Necessary and sufficient conditions for the uniform law of large numbers in the stationary case, in: Budkovic D., (Eds.), Functional Analysis IV, Proceedings of the Postgraduate School and Conference Held at the Inter-university Center, Dubrovnic, Croatia, 1993, Mat. Institut, Var. Publ. Ser., Aarhus Univ., 43, 1994, pp. 165-190. Zbl0823.60024MR1326386
  9. [9] T. Ryden, Estimating the order of hidden Markov models, Statistics26 (1995) 345-354. Zbl0836.62057MR1365683
  10. [10] A. Van der Vaart, Asymptotic Statistics, Cambridge University Press, 1998. Zbl0910.62001MR1652247
  11. [11] A. Van der Vaart, J. Wellner, Weak Convergence and Empirical Processes, Springer, New York, 1996. Zbl0862.60002MR1385671

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