期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2016
卷号：78
期号：1
页码：133-153
DOI：10.1007/s13171-015-0067-6
语种：English
出版社：Indian Statistical Institute
摘要：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.
关键词：Akaike’s rule ; Natural exponential families ; Nonparametric mixture ; Quadratic variance function ; Schwarz’s rule ; Smooth test
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