首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Testing homogeneity in a mixture of von mises distributions with a structural parameter
Authors:Jiahua Chen  Pengfei Li  Yuejiao Fu
Institution:1. Department of Statistics The University of British Columbia Vancouver, BC, Canada V6T 1Z2;2. Department of Statistics and Actuarial Science University of Waterloo, Waterloo, ON Canada N2L 3G1;3. Department of Mathematics and StatisticsYork University, Toronto, ON Canada M3J 1P3
Abstract:The modified likelihood ratio statistic can be used to test the homogeneity in a variety of mixture models. Here, the authors propose the use of the modified and the iterative modified likelihood ratio for testing homogeneity against a two‐component von Mises mixture with a structural parameter. They derive the limiting distributions of the test statistics and propose methods to improve the accuracy of the asymptotic approximation in finite samples. Their simulations show that the tests maintain their nominal level and that they have adequate power. Data on movements of turtles are used as an illustration
Keywords:Asymptotic distribution  circular data  directional data  mixture of von Mises distributions  modified likelihood  penalty
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号