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
收藏
页码：1885 / 1893
页数：9
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