Markov chain Monte Carlo test of toric homogeneous Markov chains
نویسندگان
چکیده
منابع مشابه
MATHEMATICAL ENGINEERING TECHNICAL REPORTS Markov Chain Monte Carlo Test of Toric Homogeneous Markov Chains
Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample size is not large. We study Markov bases for performing conditional tests of the toric homogeneous Markov chain model, which is the envelope exponential family...
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ژورنال
عنوان ژورنال: Statistical Methodology
سال: 2012
ISSN: 1572-3127
DOI: 10.1016/j.stamet.2011.10.004