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Cites:

1

Information Journal Paper

Title

EMPIRICAL BAYES PREDICTION FOR SPACE-TIME DATA UNDER SEPARABLE MODEL

Pages

  45-59

Abstract

 In Bayesian PREDICTION of a Gaussian space-time model, unknown parameters are considered as random variables with known prior distributions and, then the posterior and Bayesian predictive distributions are approximated with discrtization method. Since prior distributions are often unknown, Bayesian predictive distribution would not be known. As an alternative an empirical Bayes approach is used to estimate the prior distributions. Replacing these estimates in the Bayesian predictive distribution, an empirical Bayes space-time predictor and PREDICTION variance are determined. Then an environmental example is used to illustrate the application of the proposed method. Finally the accuracy of the empirical Bayes space-time predictor is considered with cross validation criterion.

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  • Cite

    APA: Copy

    RIVAZ, F., MOHAMMAD ZADEH, MOHSEN, & JAFARI KHALEDI, MAJID. (2007). EMPIRICAL BAYES PREDICTION FOR SPACE-TIME DATA UNDER SEPARABLE MODEL. JOURNAL OF STATISTICAL SCIENCES, 1(1), 45-59. SID. https://sid.ir/paper/124087/en

    Vancouver: Copy

    RIVAZ F., MOHAMMAD ZADEH MOHSEN, JAFARI KHALEDI MAJID. EMPIRICAL BAYES PREDICTION FOR SPACE-TIME DATA UNDER SEPARABLE MODEL. JOURNAL OF STATISTICAL SCIENCES[Internet]. 2007;1(1):45-59. Available from: https://sid.ir/paper/124087/en

    IEEE: Copy

    F. RIVAZ, MOHSEN MOHAMMAD ZADEH, and MAJID JAFARI KHALEDI, “EMPIRICAL BAYES PREDICTION FOR SPACE-TIME DATA UNDER SEPARABLE MODEL,” JOURNAL OF STATISTICAL SCIENCES, vol. 1, no. 1, pp. 45–59, 2007, [Online]. Available: https://sid.ir/paper/124087/en

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