Testing hypotheses about mixture distributions using not identically distributed data

Testing hypotheses of goodness-of-fit about mixture distributions on the basis of independent but not necessarily identically distributed random vectors is considered. The hypotheses are given by a specific distribution or by a family of distributions. Moreover, testing hypotheses formulated by Hadamard differentiable functionals is discussed in this situation, in particular the hypothesis of central symmetry, homogeneity and independence. Kolmogorov-Smirnov or Cram\ér-von-Mises type statistics are suggested as well as methods to determine critical values. The focus of the investigation is on asymptotic properties of the test statistics. Further, outcomes of simulations for finite sample sizes are given. Applications to models with not identically distributed errors are presented. The results imply that the tests are of asymptotically exact size and consistent.