A Partial Empirical Likelihood Based Score Test Under a Semiparametric Finite Mixture Model |
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Authors: | Biao Zhang |
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Institution: | (1) Department of Mathematics, The University of Toledo, Toledo, OH 43606, USA |
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Abstract: | We propose a score statistic to test the null hypothesis that the two-component density functions are equal under a semiparametric
finite mixture model. The proposed score test is based on a partial empirical likelihood function under an I-sample semiparametric model. The proposed score statistic has an asymptotic chi-squared distribution under the null hypothesis
and an asymptotic noncentral chi-squared distribution under local alternatives to the null hypothesis. Moreover, we show that
the proposed score test is asymptotically equivalent to a partial empirical likelihood ratio test and a Wald test. We present
some results on a simulation study. |
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Keywords: | Biased sampling problem Chi-squared Consistency Local alternative Maximum likelihood Mixture model Partial empirical likelihood Power Score function Score statistic Semiparametric selection bias model Wald test |
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