Universidad Complutense de Madrid
E-Prints Complutense

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

Impacto

Downloads

Downloads per month over past year

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

[img] PDF
Restringido a Repository staff only

269kB

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


URLURL Type
http://www.sciencedirect.com/UNSPECIFIED


Abstract

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.


Item Type:Article
Additional Information:

This work was supported by grant DGICYT PB96-0635

Uncontrolled Keywords:Goodness-of-fit tests; Markov chain; Rao's divergence; Most powerful test
Subjects:Sciences > Mathematics > Stochastic processes
ID Code:17836
Deposited On:22 Jan 2013 12:27
Last Modified:12 Dec 2018 18:20

Origin of downloads

Repository Staff Only: item control page