Hiroyuki, Kasahara; Katsumi, Shimotsu - Institute of Economic Research, Hitotsubashi University - 2012
+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 been a long-standing challenging problem because of its non … number of components. The proposed test, extending the EM approach of Li, Chen and Marriott (2009), does not use a penalty …