Search Results - subject:"EM Test"

Testing the Number of Components in Finite Mixture Models

Hiroyuki, Kasahara; Katsumi, Shimotsu - Institute of Economic Research, Hitotsubashi University - 2012

This paper considers likelihood-based testing of the null hypothesis of m0 components against the alternative of m0+1 components in a finite mixture model. The number of components is an important parameter in the applications of finite mixture models. Still, testing the number of components has...

Persistent link: https://www.econbiz.de/10010614041

An Application of EM Test for the Bayesian Change Point Problem

Variyath A. M.; Vasudevan C. V. - In: Economic Quality Control 28 (2013) 1, pp. 57-69

initial values of the parameters chosen. We extend the idea of the EM test for homogeneity to extend this Bayesian approach to … the change point problem. Our simulations studies show that the developed EM test procedure converges at a faster rate … than the original EM approach. Our studies also show that the EM test with binomial prior distribution leads to solutions …

Persistent link: https://www.econbiz.de/10010736171