A variance component test for mixed hidden Markov models

被引：1

作者：

Altman, Rachel MacKay ^{[1
]}

机构：

[1] Simon Fraser Univ, Dept Stat & Actuarial Sci, Burnaby, BC V5A 1S6, Canada

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 13期

基金：

加拿大自然科学与工程研究理事会;

关键词：

D O I：

10.1016/j.spl.2008.01.056

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The mixed hidden Markov model incorporates covariates and random effects in the hidden Markov model framework. In this paper, we develop a variance component test in the case where there is only one random effect. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：1885 / 1893

页数：9

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