A Markov basis for conditional test of common diagonal effect in quasi-independence model for square contingency tables

DOI10.1016/j.csda.2008.11.030zbMath1452.62394arXiv0802.2603OpenAlexW2150443853MaRDI QIDQ961225

Akimichi Takemura, Ruriko Yoshida, Hisayuki Hara

Publication date: 30 March 2010

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

Full work available at URL: https://arxiv.org/abs/0802.2603

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Contingency tables (62H17)

Related Items (5)

Goodness of fit for log-linear network models: dynamic Markov bases using hypergraphs ⋮ Hierarchical subspace models for contingency tables ⋮ Markov bases for typical block effect models of two-way contingency tables ⋮ A short history of algebraic statistics ⋮ Rapid Mixing and Markov Bases

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