Testing the number and the nature of the components in a mixture distribution
Résumé
In this paper, we propose a test procedure for the number of components of mixture distributions in a parametric setting. The test statistic is based on divergence estimators derived through the dual form of the divergence in parametric models. We provide a standard limit distribution for the test statistic under the null hypothesis that holds for mixtures of any number of components k ≥ 2.
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2019-05-Browniatowski_Miranda_Stummer_GSI19_reviewed.pdf (152.35 Ko)
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