The likelihood ratio test for homogeneity in bivariate normal mixtures

This paper investigates the asymptotic properties of the likelihood ratio statistic for testing homogeneity in a bivariate normal mixture model with known covariance. The asymptotic null distributions of the likelihood ratio statistic and a modified likelihood ratio statistic are obtained in explicit form. The distributions are identical. The results of a small simulation study to approximate the null distribution are presented.

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Year of publication:	2006
Authors:	Song Qin, Yong ; Smith, Bruce
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 97.2006, 2, p. 474-491
Publisher:	Elsevier
Keywords:	Mixture model Multivariate normal Likelihood ratio test Asymptotic distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005021325