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stat.ME2013
Testing for Homogeneity in Mixture Models
Jiaying Gu, Roger Koenker, Stanislav Volgushev
Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus gen…
math.ST2013★ 2 cited
Neyman's C(α) Test for Unobserved Heterogeneity
Jiaying Gu
A unified framework is proposed for tests of unobserved heterogeneity in parametric statistic models based on Neyman's approach. Such tests are irregular in the sense that t…