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university of Provence - Aix-Marseille I |  |
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university of Provence - Aix-Marseille I | |
| HAL: hal-00438417, version 1 |
| arXiv: 0912.0786 |
| Detailed view |  Export this paper |
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| Available versions: | v1 (2009-12-04) | v2 (2010-05-31) |
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| Tests on components of density mixtures |
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| Florent Autin 1Christophe Pouet 1 |
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| (2009-10-05) |
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| This paper deals with statistical tests on the components of mixture densities. We propose to test whether the densities of two independent samples of independent random variables $Y_1, \dots, Y_n$ and $Z_1, \dots, Z_n$ result from the same mixture of $M$ components or not. We provide a test procedure which is proved to be asymptotically optimal according to the minimax setting. We extensively discuss the connection between the mixing weights and the performance of the testing procedure and illustrate it with numerical examples. |
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| 1: | Laboratoire d'Analyse, Topologie, Probabilités (LATP) |
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CNRS : UMR6632 – Université de Provence - Aix-Marseille I – Université Paul Cézanne - Aix-Marseille III |
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| Subject | : | Mathematics/Statistics Statistics/Statistics Theory |
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| Besov spaces – density estimation – minimax theory – mixture model – nonparametric tests – wavelet decomposition |
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| hal-00438417, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00438417 | |
| oai:hal.archives-ouvertes.fr:hal-00438417 | |
| From: Christophe Pouet | |
| Submitted on: Thursday, 3 December 2009 16:07:03 | |
| Updated on: Friday, 4 December 2009 08:50:44 | |
