How to test the missing data mechanism in a hidden Markov model

DOI10.1016/j.csda.2023.107723MaRDI QIDQ6113820

Malika Chassan, Didier Concordet

Publication date: 11 July 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

hidden Markov modelhypothesis testmissing datamissing data mechanisms

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

• Unnamed Item
• Unnamed Item
• Tests of homogeneity of means and covariance matrices for multivariate incomplete data
• A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
• Tests of homoscedasticity, normality, and missing completely at random for incomplete multivariate data
• Inference and missing data
• A Test of the Missing Data Mechanism for Repeated Categorical Data
• Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data
• Flexible Imputation of Missing Data, Second Edition
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Information matrix for hidden Markov models with covariates

This page was built for publication: How to test the missing data mechanism in a hidden Markov model