Estimation and tests in finite mixture models of nonparametric densities

Odile Pons · ESAIM Probability and Statistics · 2008

The aim is to study the asymptotic behavior of estimators and tests for the components of identifiable finite mixture models of nonparametric densities with a known number of components. Conditions for identifiability of the mixture components and convergence of identifiable parameters are given. The consistency and weak convergence of the identifiable parameters and test statistics are presented for several models.

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