کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
417310 | 681484 | 2008 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The likelihood ratio test for hidden Markov models in two-sample problems
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: The likelihood ratio test for hidden Markov models in two-sample problems The likelihood ratio test for hidden Markov models in two-sample problems](/preview/png/417310.png)
چکیده انگلیسی
The asymptotic distribution of the likelihood ratio test statistic in two-sample testing problems for hidden Markov models is derived when allowing for unequal sample sizes as well as for different families of state-dependent distributions. In both cases under regularity conditions the limit distribution is a standard χ2χ2-distribution, and in particular does not depend on the ratio of the distinct sample sizes. In a simulation study, the finite sample properties are investigated, and the methodology is illustrated in an application to modeling the movement of Drosophila larvae.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 4, 10 January 2008, Pages 1850–1859
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 4, 10 January 2008, Pages 1850–1859
نویسندگان
Jörn Dannemann, Hajo Holzmann,