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JSRI 2005, 2(1): 77-88 Back to browse issues page
Empirical Bayes Estimation in Nonstationary Markov chains
R. Meshkani M. *1, L. Billard
1- , mrmeshkani@gmail.com
Abstract:   (2647 Views)

Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical  Bayes estimators  for the transition probability  matrix of a finite nonstationary  Markov chain. The data are assumed to be of  a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically distributed chains recorded collectively.

Keywords: Bayes estimates, empirical Bayes estimates, natural conjugate priors.
Full-Text [PDF 283 kb]   (802 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/02/9 | Accepted: 2016/02/9 | Published: 2016/02/9
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Meshkani R, Billard L. Empirical Bayes Estimation in Nonstationary Markov chains. JSRI. 2005; 2 (1) :77-88
URL: http://jsri.srtc.ac.ir/article-1-148-en.html


Volume 2, Issue 1 (9-2005) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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