Maciejowska, Katarzyna (2013): Assessing the number of components in a normal mixture: an alternative approach.

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Abstract
In this article, a new approach for model specification is proposed. The method allows to choose the correct order of a mixture model by testing, if a particular mixture component is significant. The hypotheses are set in a new way, in order to avoid identification problems, which are typical for mixture models. If some of the parameters are known, the distribution of the LR statistic is Chi2, with the degrees of freedom depending on the number of components and the number of parameters in each component. The advantage of the new approach is its simplicity and computational feasibility.
Item Type:  MPRA Paper 

Original Title:  Assessing the number of components in a normal mixture: an alternative approach 
English Title:  Assessing the number of components in a normal mixture: an alternative approach 
Language:  English 
Keywords:  normal mixture models, likelihood ratio test, homogeneity test, hypotheses setting 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C10  General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C12  Hypothesis Testing: General 
Item ID:  50303 
Depositing User:  Katarzyna Maciejowska 
Date Deposited:  19. Oct 2013 08:28 
Last Modified:  19. Oct 2013 09:17 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/50303 