caa a22 4500 475826698 CHVBK 20180406123830.0 cr unu---uuuuu 170329e20000901xx s 000 0 eng 10.1023/A:1004117419204 doi (NATIONALLICENCE)springer-10.1023/A:1004117419204 A Cautionary Note on Likelihood Ratio Tests in Mixture Models [Elektronische Daten] [Wilfried Seidel, Karl Mosler, Manfred Alker] We show that iterative methods for maximizing the likelihood in a mixture of exponentials model depend strongly on their particular implementation. Different starting strategies and stopping rules yield completely different estimators of the parameters. This is demonstrated for the likelihood ratio test of homogeneity against two-component exponential mixtures, when the test statistic is calculated by the EM algorithm. The Institute of Statistical Mathematics, 2000 EM algorithm nationallicence exponential mixture models nationallicence initial values nationallicence stopping criteria nationallicence maximum likelihood estimation nationallicence likelihood ratio test nationallicence Seidel Wilfried Fachbereich Wirtschafts- und Organisationswissenschaften, Universität der Bundeswehr Hamburg, D-22039, Hamburg, Germany aut Mosler Karl Seminar für Wirtschafts- und Sozialstatistik, Universität zu Köln, D-50923, Köln, Germany aut Alker Manfred Fachbereich Wirtschafts- und Organisationswissenschaften, Universität der Bundeswehr Hamburg, D-22039, Hamburg, Germany aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/3(2000-09-01), 481-487 0020-3157 52:3<481 2000 52 10463 https://doi.org/10.1023/A:1004117419204 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1023/A:1004117419204 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Seidel Wilfried Fachbereich Wirtschafts- und Organisationswissenschaften, Universität der Bundeswehr Hamburg, D-22039, Hamburg, Germany aut NATIONALLICENCE 700 1- Mosler Karl Seminar für Wirtschafts- und Sozialstatistik, Universität zu Köln, D-50923, Köln, Germany aut NATIONALLICENCE 700 1- Alker Manfred Fachbereich Wirtschafts- und Organisationswissenschaften, Universität der Bundeswehr Hamburg, D-22039, Hamburg, Germany aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 52/3(2000-09-01), 481-487 0020-3157 52:3<481 2000 52 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer