Testing in stationary models based on divergences of observed and theoretical frequencies

María Luisa Menéndez; Domingo Morales; Leandro Pardo; Igor Vajda

Kybernetika (1997)

  • Volume: 33, Issue: 5, page 465-475
  • ISSN: 0023-5954

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Menéndez, María Luisa, et al. "Testing in stationary models based on divergences of observed and theoretical frequencies." Kybernetika 33.5 (1997): 465-475. <http://eudml.org/doc/28550>.

@article{Menéndez1997,
author = {Menéndez, María Luisa, Morales, Domingo, Pardo, Leandro, Vajda, Igor},
journal = {Kybernetika},
keywords = {goodness-of-fit tests; irreducible aperiodic Markov chains; -divergences; dependent data; binary Markov data},
language = {eng},
number = {5},
pages = {465-475},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Testing in stationary models based on divergences of observed and theoretical frequencies},
url = {http://eudml.org/doc/28550},
volume = {33},
year = {1997},
}

TY - JOUR
AU - Menéndez, María Luisa
AU - Morales, Domingo
AU - Pardo, Leandro
AU - Vajda, Igor
TI - Testing in stationary models based on divergences of observed and theoretical frequencies
JO - Kybernetika
PY - 1997
PB - Institute of Information Theory and Automation AS CR
VL - 33
IS - 5
SP - 465
EP - 475
LA - eng
KW - goodness-of-fit tests; irreducible aperiodic Markov chains; -divergences; dependent data; binary Markov data
UR - http://eudml.org/doc/28550
ER -

References

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  2. P. Billingsley, Statistical methods in Markov chains, Ann. Math. Statist. 32 (1961), 12-40. (1961) Zbl0104.12802MR0123420
  3. I. Csiszár, Information type measures of difference of probability distributions and indirect observations, Stud. Sci. Mathem. Hungaricae 2 (1967), 299-318. (1967) MR0219345
  4. N. A. C. Cressie, T. R. C. Read, Multinomial goodness of fit tests, J. Roy. Statist. Soc. Ser. B 46 (1984), 440-464. (1984) Zbl0571.62017MR0790631
  5. F. Liese, I. Vajda, Convex Statistical Distances, Teubner, Leipzig 1987. (1987) Zbl0656.62004MR0926905
  6. M. L. Menéndez D. Morales L. Pardo, I. Vajda, Divergence-based estimation and testing of statistical models of classification, J. Multivariate Anal. 54 (1995), 329-354. (1995) MR1345543
  7. T. R. C. Read, N. A. C. Cressie, Goodness-of-Fit Statistics for Discrete Multivariate Data, Springer-Verlag, Berlin 1988. (1988) Zbl0663.62065MR0955054
  8. A. L. Rukhin, Optimal estimator of the mixture parameter by the method of moments and information affinity, In: Trans. 12 th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes (J. Á. Víšek and P. Lachout, eds.), Institute of Information Theory and Automation, Czech Academy of Sciences, Prague 1994, pp. 214-219. (1994) 
  9. S. Tavaré, P. M. E. Altham, Serial dependence of observations leading to contingency tables, and corrections to chi-squared statistics, Biometrika 70 (1983), 139-144. (1983) MR0742983

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