A comparison of some criteria for states selection in the latent Markov model for longitudinal data

DOI10.1007/s11634-013-0154-2zbMath1459.62103arXiv1212.0352OpenAlexW2009021647MaRDI QIDQ2009042

Silvia Bacci, Fulvia Pennoni, Silvia Pandolfi

Publication date: 27 November 2019

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.0352

zbMATH Keywords

entropyAkaike information criterionBayesian information criterionmixture modelmultivariate latent Markov modelnormalized entropy criterion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Markov processes: estimation; hidden Markov models (62M05) Statistical aspects of information-theoretic topics (62B10)

Related Items (11)

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