Non-finite Fisher information and homogeneity: an EM approach
非有限 Fisher 信息与同质性检验:一种 EM 方法
Even simple examples of finite mixture models can fail to fulfil the regularity conditions that are routinely assumed in standard parametric inference problems. Many methods have been investigated for testing for homogeneity in finite mixture models, for example, but all rely on regularity conditions including the finiteness of the Fisher information and the space of the mixing parameter being a compact subset of some Euclidean space. Very simple examples where such…