A0590
Title: Testing homogeneity in contaminated mixture models
Authors: Yuejiao Fu - York University (Canada) [presenting]
Abstract: Contaminated mixture models (CMMs) have wide applications in the real world. Testing homogeneity in the CMMs is an interesting and important research problem. We develop an EM-test for homogeneity in the general framework of the CMMs. The null limiting distribution of the test is shown to be a shifted mixture of chi-square distributions. Simulation studies demonstrate that the EM-test has excellent finite-sample performance. Two real-data examples illustrate the applications of the proposed method.
