The likelihood ratio test for the number of components in a mixture with Markov regime

被引：1

作者：

Gassiat, E. ^{[1
]}

Keribin, C. ^{[1
]}

机构：

[1] Laboratoire Modélisation Stochastique et Statistique, Université d'Orsay, Bâtiment 425, 91405 Orsay, France

来源：

ESAIM - Probability and Statistics | 2000年 / 4卷

关键词：

D O I：

10.1051/ps:2000102

中图分类号：

学科分类号：

摘要：

We study the LRT statistic for testing a single population i.i.d. model against a mixture of two populations with Markov regime. We prove that the LRT statistic converges to infinity in probability as the number of observations tends to infinity. This is a consequence of a convergence result of the LRT statistic for a subproblem where the parameters are restricted to a subset of the whole parameter set.

引用

页码：25 / 52

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