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Conditional exact tests for Markovianity and reversibility in multiple categorical sequences

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  • Davide Di Cecco

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  • Davide Di Cecco, 2012. "Conditional exact tests for Markovianity and reversibility in multiple categorical sequences," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 170-187, March.
    • Handle: RePEc:spr:testjl:v:21:y:2012:i:1:p:170-187
    DOI: 10.1007/s11749-011-0241-7
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    References listed on IDEAS

    as
    1. McCausland, William J., 2007. "Time reversibility of stationary regular finite-state Markov chains," Journal of Econometrics, Elsevier, vol. 136(1), pages 303-318, January.
    2. Janssen Arnold & Völker Dominik, 2007. "Most powerful conditional tests," Statistics & Risk Modeling, De Gruyter, vol. 25(1), pages 41-62, January.
    3. T. P. Hettmansperger & Hoben Thomas, 2000. "Almost nonparametric inference for repeated measures in mixture models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 811-825.
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