Empirical Bayes estimation of parameters in Markov transition probability matrix with computational methods

DOI10.1080/02664763.2014.963525OpenAlexW2009981900MaRDI QIDQ5130166

Babulal Seal, Sk Jakir Hossain

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Empirical_Bayes_estimation_of_parameters_in_Markov_transition_probability_matrix_with_computational_methods/1189179

zbMATH Keywords

robustnessEM algorithmempirical BayesDirichlet prior

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• General state space Markov chains and MCMC algorithms
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Empirical Bayes estimation of parameters in Markov transition probability matrix with computational methods