Dependency in multivariate Markov chains

DOI10.1016/0024-3795(90)90337-CMaRDI QIDQ918573zbMATH OpenFDO

Authors Nancy Flournoy

Publication date 1990

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(90)90337-C

zbMATH Keywords

intensity functionsmeasures of associationmedical application

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

The paper is motivated by a medical application involving certain random events and the relationships between them. It is concerned with multivariate discrete-state stochastic processes and measures of association among them. A variety of alternative measures of association can be created, and the particular ones developed presently are based on and are extensions of the univariate notion of intensity functions.

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Cites work

• An intrinsic time for non-stationary finite markov chains
• scientific article; zbMATH DE number 3174818 (Why is no real title available?)
• scientific article; zbMATH DE number 3337270 (Why is no real title available?)
• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
• scientific article; zbMATH DE number 3083907 (Why is no real title available?)
• Markov chains in random environments: The case of Markovian environments
• Partial likelihood
• Randomization of intensities in a Markov chain
• Theory of partial likelihood

Cited in

(4)

• Combining \(m\)-dependence with Markovness
• The exact distribution of the continuity of care measure NOP
• Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae
• Conditional Markov chains: properties, construction and structured dependence

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