On the likelihood ratio test statistic for the number of components in a normal mixture of unequal variances.
An important but difficult problem in practice is to determine the number of components in a normal mixture model with unequal variances. When the likelihood ratio test statistic--21og lambda is used, it is unbounded above and fails to satisfy standard regularity conditions. A restricted maximization procedure must therefore be used, which makes the procedure ad hoc. A consequence of this may explain the discrepancies among the simulation results of previous investigations.
Feng
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Division of Public Health Sciences, Fred Hutchinson Cancer Research Center, Seattle, Washington 98104, USA.
McCulloch
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CE
D000465:Algorithms; D000704:Analysis of Variance; D001699:Biometry / Q000379:methods; D003198:Computer Simulation; D006801:Humans; D015233:Models, Statistical; D011336:Probability