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