Tests on components of density mixtures - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2009

Tests on components of density mixtures

Résumé

This paper deals with statistical tests on the components of mixture densities. We propose to test whether the densities of two independent samples of independent random variables $Y_1, \dots, Y_n$ and $Z_1, \dots, Z_n$ result from the same mixture of $M$ components or not. We provide a test procedure which is proved to be asymptotically optimal according to the minimax setting. We extensively discuss the connection between the mixing weights and the performance of the testing procedure and illustrate it with numerical examples.
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Dates et versions

hal-00438417 , version 1 (03-12-2009)
hal-00438417 , version 2 (14-04-2010)

Identifiants

Citer

Florent Autin, Christophe Pouet. Tests on components of density mixtures. 2009. ⟨hal-00438417v1⟩
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