Universidad Complutense de Madrid
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Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence

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Pardo Llorente, María del Carmen (1998) Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence. Information Sciences, 105 (1-4). pp. 115-122. ISSN 0020-0255

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URL Oficial: http://www.sciencedirect.com/science/article/pii/S0020025597100287


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Resumen

Goodness-of-fit tests based on Rao's divergence between observed and theoretical frequencies for stationary distributions of Markov chains are considered. The asymptotic distribution of these tests under uniform hypothesis is obtained. A power comparison of the proposed tests is carried out in the case of binary Markov data.


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This work was supported by grant DGICYT PB96-0635

Palabras clave:Goodness-of-fit tests; Markov chain; Rao's divergence; Most powerful test
Materias:Ciencias > Matemáticas > Procesos estocásticos
Código ID:17836
Depositado:22 Ene 2013 12:27
Última Modificación:07 Feb 2014 09:54

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