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| Detailed view | Conference proceedings |
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| (1992) |
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| The chi-square coding test for nested Markov random field hypotheses |
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| Cécile Hardouin1Xavier Guyon1 |
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| Let Y be a Markov random foeld on S parametrized via its local conditional specifications. We study consistency of coding and pseudo-likelihood estimators. Then we obtain conditional asymptotic normality for the coding estimator and deduce that the difference of coding statistic for two nested hypotheses is, unconditionally, a chi-square. For these results, we do not need regularity of the lattice, translation invariance for the specification or weak dependence for the field. |
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| 1: | SAMOS - Statistique Appliquée et MOdélisation Stochastique |
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| Conditional specification – Markov random field – coding and pseudo-likelihood estimators – difference of coding tests |
| hal-00110636, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00110636 | |
| oai:hal.archives-ouvertes.fr:hal-00110636 | |
| From: Cécile Hardouin | |
| Submitted on: Tuesday, 31 October 2006 12:04:27 | |
| Updated on: Wednesday, 7 February 2007 17:22:09 | |