Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence

DOI10.1016/S0020-0255(97)10028-7MaRDI QIDQ1291566zbMATH OpenOpenAlexFDO

Authors María del Carmen Pardo

Publication date 9 November 1999

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0020-0255(97)10028-7

zbMATH Keywords

goodness-of-fit testsMarkov chainsmost powerful testRao's divergence

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Parametric hypothesis testing (62F03) Markov processes: hypothesis testing (62M02)

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Cites work

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• scientific article; zbMATH DE number 3200971 (Why is no real title available?)
• A note on biasedness of tests of fit
• About distances of discrete distributions satisfying the data processing theorem of information theory
• Goodness-of-fit tests based on Rao's divergence under sparseness assumptions
• On Burbea-Rao divergence based goodness-of-fit tests for multinomial models
• On the convexity of some divergence measures based on entropy functions
• Serial dependence of observations leading to contingency tables, and corrections to chi-squared statistics
• Statistical Methods in Markov Chains
• Unbiasedness of the chi-square, likelihood ratio, and other goodness of fit tests for the equal cell case

Cited in

(4)

• Goodness-of-fit tests based on Rao's divergence under sparseness assumptions
• On the Asymptotic Distribution of the "PSI-Squared" Goodness of Fit Criteria for Markov Chains and Markov Sequences
• Testing stationary distributions of Markov chains based on Rao's divergence
• Inference about stationary distributions of Markov chains based on divergences with observed frequencies.

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