Comparing Two Mixing Densities in Nonparametric Mixture Models
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- Pommeret, D. Sankhya A (2016) 78: 133. doi:10.1007/s13171-015-0067-6
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In this paper we consider two nonparametric mixtures of quadratic natural exponential families with unknown mixing densities. We propose a statistic to test the equality of these mixing densities when the two natural exponential families are known. The test is based on moment characterizations of the distributions. The number of moments is retained automatically by a data driven technique. Some examples and simulations of implementation of the procedure are provided.