EMPIRICAL BAYES ESTIMATORS FOR A FINITE MARKOV-CHAIN

被引：8

作者：

MESHKANI, MR ^{[1
]}

BILLARD, L ^{[1
]}

机构：

[1] UNIV GEORGIA,DEPT STAT,ATHENS,GA 30602

来源：

BIOMETRIKA | 1992年 / 79卷 / 01期

关键词：

ASYMPTOTIC THEORY; BAYES ESTIMATE; EMPIRICAL BAYES ESTIMATE; FINITE STATIONARY CHAIN; MATRIX BETA PRIOR; TRANSITION PROBABILITY;

D O I：

10.1093/biomet/79.1.185

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

Using results of Anderson & Goodman (1957), we develop empirical Bayes estimates for the transition probabilities of a finite stationary Markov chain. Some asymptotic properties of these estimators are also derived.

引用

页码：185 / 193

页数：9

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