A simulation-based method for model evaluation

DOI10.1191/1471082X03ST044OAMaRDI QIDQ3427641zbMATH OpenOpenAlexFDO

Authors David J. Allcroft, C. A. Glasbey

Publication date 20 March 2007

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1191/1471082x03st044oa

zbMATH Keywords

hidden Markov modelMahalanobis distancemodel comparisonsemi-Markov modelbinary time serieslatent Gaussian model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics (62P99)

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• A new look at the statistical model identification
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