首页 | 本学科首页   官方微博 | 高级检索  
     检索      


A Partial Empirical Likelihood Based Score Test Under a Semiparametric Finite Mixture Model
Authors:Biao Zhang
Institution:(1) Department of Mathematics, The University of Toledo, Toledo, OH 43606, USA
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.
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
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号