Computation of the asymptotic null distribution of goodness-of-fit tests for multi-state models

DOI10.1007/s10985-009-9133-5zbMath1322.62078OpenAlexW2077605530WikidataQ44044210 ScholiaQ44044210MaRDI QIDQ745981

Andrew C. Titman

Publication date: 15 October 2015

Published in: Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/23532/1/nulltechnical.pdf

zbMATH Keywords

hidden Markov modelgoodness-of-fitmulti-state modelpanel observation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Markov processes: estimation; hidden Markov models (62M05) Approximations to statistical distributions (nonasymptotic) (62E17) Markov processes: hypothesis testing (62M02)

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Cites Work

• The Analysis of Panel Data Under a Markov Assumption
• Markov Chains With Measurement Error: Estimating the `True' Course of a Marker of the Progression of Human Immunodeficiency Virus Disease
• A Chi-Square Statistic with Random Cell Boundaries
• Note on the inversion theorem
• The Use of Maximum Likelihood Estimates in $\chi^2$ Tests for Goodness of Fit

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