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

DOI10.1016/S0020-0255(97)10028-7zbMath0924.62087OpenAlexW1996045666MaRDI QIDQ1291566

María del Carmen Pardo

Publication date: 9 November 1999

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0020-0255(97)10028-7

zbMATH Keywords

Markov chainsgoodness-of-fit testsmost powerful testRao's divergence

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Statistical aspects of information-theoretic topics (62B10) Markov processes: hypothesis testing (62M02)

Related Items (1)

Testing stationary distributions of Markov chains based on Rao's divergence

Cites Work

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• Unbiasedness of the chi-square, likelihood ratio, and other goodness of fit tests for the equal cell case
• On Burbea-Rao divergence based goodness-of-fit tests for multinomial models
• Goodness-of-fit tests based on Rao's divergence under sparseness assumptions
• Statistical Methods in Markov Chains
• On the convexity of some divergence measures based on entropy functions
• Serial dependence of observations leading to contingency tables, and corrections to chi-squared statistics
• A note on biasedness of tests of fit
• About distances of discrete distributions satisfying the data processing theorem of information theory

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