TESTS ON QUANTILES OF MIXTURE COMPONENTS' DISTRIBUTIONS

被引:0
|
作者
Mayboroda, R. E. [1 ]
Sugakova, O. V. [2 ]
机构
[1] Kiev Natl Univ, Dept Probabil Theory Stat & Actuarial Matemat, Mech & Matemat Fac, Volodimirska St 64-13, UA-01601 Kiev, Ukraine
[2] Kiev Natl Univ, Dept Math & Theoret & Radiophys, Fac Radio Phys Elect & Comp Syst, Volodimirska St 64-13, UA-01601 Kiev, Ukraine
关键词
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The hypotheses testing problem is considered for hypotheses on quantiles of different components of a mixture with varying concentrations. Homogeneity of medians or interquartile ranges can be considered as the examples. Estimates for the quantiles are presented, their asymptotic normality is demonstrated. Asymptotic confidence ellipsoids and tests for linear hypotheses are constructed. Simulation results are presented.
引用
收藏
页码:157 / 168
页数:12
相关论文
共 50 条
  • [31] ON UNIFORM CONVERGENCES OF DISTRIBUTIONS OF NORMED SAMPLE QUANTILES
    CHAN, LK
    AMERICAN MATHEMATICAL MONTHLY, 1968, 75 (05): : 520 - &
  • [32] Estimating extreme quantiles of Weibull tail distributions
    Gardes, L
    Girard, S
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2005, 34 (05) : 1065 - 1080
  • [33] Modelling species distributions using regression quantiles
    Vaz, Sandrine
    Martin, Corinne S.
    Eastwood, Paul D.
    Ernande, Bruno
    Carpentier, Andre
    Meaden, Geoff J.
    Coppin, Frank
    JOURNAL OF APPLIED ECOLOGY, 2008, 45 (01) : 204 - 217
  • [34] Asymptotic properties of sample quantiles of discrete distributions
    Ma, Yanyuan
    Genton, Marc G.
    Parzen, Emanuel
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2011, 63 (02) : 227 - 243
  • [35] ESTIMATION OF DISTRIBUTIONS, MOMENTS AND QUANTILES IN DECONVOLUTION PROBLEMS
    Hall, Peter
    Lahiri, Soumendra N.
    ANNALS OF STATISTICS, 2008, 36 (05): : 2110 - 2134
  • [36] Tailweight, quantiles and kurtosis: A study of competing distributions
    Fung, Thomas
    Seneta, Eugene
    OPERATIONS RESEARCH LETTERS, 2007, 35 (04) : 448 - 454
  • [37] Likelihood ratio tests of the number of components in a normal mixture with unequal variances
    Lo, YT
    STATISTICS & PROBABILITY LETTERS, 2005, 71 (03) : 225 - 235
  • [38] Automatic determination of the number of components in the EM algorithm of restoration of a mixture of normal distributions
    D. P. Vetrov
    D. A. Kropotov
    A. A. Osokin
    Computational Mathematics and Mathematical Physics, 2010, 50 : 733 - 746
  • [39] On testing the number of components in finite mixture models with known relevant component distributions
    Chen, JH
    Cheng, P
    CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1997, 25 (03): : 389 - 400
  • [40] ON THE MIXTURE OF DISTRIBUTIONS
    TEICHER, H
    ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (01): : 55 - 73