TESTING FOR HOMOGENEITY IN MIXTURE MODELS
نویسندگان
چکیده
منابع مشابه
Testing for homogeneity in mixture models
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be interpreted as C(α) tests, as in Neyman (1959), and shown to be locally, asymptotically optimal. A unified approach to analysing the asymptotic behavior of suc...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2017
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466617000299