Determine the number of components in a mixture model by the extended KS test

  • Authors:
  • Ming-Heng Zhang;Qian-Sheng Cheng

  • Affiliations:
  • Research School of Economics, Shanghai University of Finance and Economics, Shanghai 200433, China;School of Mathematical Sciences, Peking University, Beijing 100871, China

  • Venue:
  • Pattern Recognition Letters
  • Year:
  • 2004

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Abstract

In this paper, an extended KS test is proposed to determine the number of components in a mixture model. An approach based on the EM procedure is constructed by the extended KS test in parallel to do the computation. The simulation studies are given to illustrate the method proposed.