A simulation-based method for model evaluation

DOI10.1191/1471082X03st044oazbMath1195.62082OpenAlexW1972954598MaRDI QIDQ3427641

Chris A. Glasbey, David J. Allcroft

Publication date: 20 March 2007

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1191/1471082x03st044oa

zbMATH Keywords

hidden Markov modelmodel comparisonMahalanobis distancesemi-Markov modelbinary time serieslatent Gaussian model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics (62P99)

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Cites Work

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• Estimating the dimension of a model
• Hidden Markov Models and Animal Behaviour
• A new look at the statistical model identification

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