%0 Journal Article %A Meshkani, R. %A Billard, L. %T Empirical Bayes Estimation in Nonstationary Markov chains %J Journal of Statistical Research of Iran %V 2 %N 1 %U http://jsri.srtc.ac.ir/article-1-148-en.html %R 10.18869/acadpub.jsri.2.1.77 %D 2005 %K Bayes estimates, empirical Bayes estimates, natural conjugate priors., %X 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. %> http://jsri.srtc.ac.ir/article-1-148-en.pdf %P 77-88 %& 77 %! %9 Research %L A-10-1-118 %+ %G eng %@ 2538-5771 %[ 2005