Serial dependence of observations leading to contingency tables, and corrections to chi-squared statistics

DOI10.1093/biomet/70.1.139zbMath0502.62043OpenAlexW2066649741MaRDI QIDQ3968308

Simon Tavaré, Patricia M. E. Altham

Publication date: 1983

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/70.1.139

zbMATH Keywords

Markov chainsreversibilitygoodness of fitserial dependencechi square testasymptotic behaviour of Pearson goodness-of-fit testcorrections to chi-squared statisticsMarkov dependent sequences

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Contingency tables (62H17)

Related Items (10)

Monitoring correlated processes with binomial marginals ⋮ Goodness-of-fit testing of a count time series' marginal distribution ⋮ Unnamed Item ⋮ Spatial autocorrelation and statistical tests: some solutions ⋮ A New Class of Autoregressive Models for Time Series of Binomial Counts ⋮ Testing stationary distributions of Markov chains based on Rao's divergence ⋮ Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence ⋮ Unnamed Item ⋮ Positive dependence in Markov chains ⋮ Goodness-of-fit tests for binomial AR(1) processes

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