Hypothesis testing in mixtures-of-experts of generalized linear time series.

Alexandre X. Carvalho Martin A. Tanner

Published in: CIFEr (2003)

Keyphrases

hypothesis testing
generalized linear
autoregressive
discriminant analysis
regression model
likelihood ratio
non stationary
statistical tests
mixture model
test statistic
random fields
feature extraction
confidence intervals
model selection
heavy tailed