Empirical Bayes methods in time series analysis
In the case of repetitive experiments of a similar type, where the parameters vary randomly from experiment to experiment, the Empirical Bayes method often leads to estimators which have smaller mean squared errors than the classical estimators. Suppose there is an unobservable random variable θ,...
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| Format: | Others |
| Language: | en_US |
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Virginia Polytechnic Institute and State University
2019
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| Online Access: | http://hdl.handle.net/10919/88723 |