Given a random sample of observations, mixtures of normal densities are often
used to estimate the unknown continuous distribution from which the data come.
Here we propose the use of this semiparametric framework for testing symmetry
about an unknown value. More precisely, we show how the null hypothesis of
symmetry may be formulated in terms of normal mixture model, with weights about
the centre of symmetry constrained to be equal one another. The resulting model
is nested in a more general unconstrained one, with same number of mixture
components and free weights.
Many relevant statistical and econometric models for the analysis of
longitudinal data include a latent process to account for the unobserved
heterogeneity between subjects in a dynamic fashion. Such a process may be
continuous (typically an AR(1)) or discrete (typically a Markov chain). In this
paper, we propose a model for longitudinal data which is based on a mixture of
AR(1) processes with different means and correlation coefficients, but with
equal variances.