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A Partial Empirical Likelihood Based Score Test Under a Semiparametric Finite Mixture Model

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Abstract

We propose a score statistic to test the null hypothesis that the two-component density functions are equal under a semiparametric finite mixture model. The proposed score test is based on a partial empirical likelihood function under an I-sample semiparametric model. The proposed score statistic has an asymptotic chi-squared distribution under the null hypothesis and an asymptotic noncentral chi-squared distribution under local alternatives to the null hypothesis. Moreover, we show that the proposed score test is asymptotically equivalent to a partial empirical likelihood ratio test and a Wald test. We present some results on a simulation study.

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Authors and Affiliations

  1. Department of Mathematics, The University of Toledo, Toledo, OH, 43606, USA

    Biao Zhang

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  1. Biao Zhang
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Correspondence to Biao Zhang.

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Zhang, B. A Partial Empirical Likelihood Based Score Test Under a Semiparametric Finite Mixture Model. AISM 58, 707–719 (2006). https://doi.org/10.1007/s10463-006-0043-y

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  • DOI: https://doi.org/10.1007/s10463-006-0043-y

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