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Abstract Details
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Activity Number:
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274
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Type:
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Invited
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Date/Time:
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Tuesday, August 2, 2011 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #300161 |
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Title:
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Testing the Number of Components in a Semiparametric Mixture Model via Empirical Likelihood
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Author(s):
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Lianfen Qian*+
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Companies:
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Florida Atlantic University
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Address:
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777 Glades Road, Boca Raton, FL, 33431,
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Keywords:
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Number of Components ;
Mixture Model ;
Empirical Likelihood
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Abstract:
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This talk first proposes a partial empirical likelihood ratio (PELR) statistic to test for 1-component against k-component (k>1) in a semiparametric mixture model. We will examine the distribution of the PELR statistic under the null. Based on the PELR statistic we will propose an empirical likelihood based estimator of the number of components. Simulation studies will be reported on the distributional properties of the proposed test statistic under null hypothesis and the performance of the estimation for finite sample size.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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