Estimating and interpolating a Markov chain from aggregate data

DOI10.1093/BIOMET/89.1.95MaRDI QIDQ4547580zbMATH OpenOpenAlexFDO

Authors Brett A. Davis, Christopher R. Heathcote, Terence J. O'Neill

Publication date 21 August 2002

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/89.1.95

zbMATH Keywords

coronary heart diseaseinterpolationleast squares estimationlongitudinal dataMarkov chainmortalityoddsvector regressionweighted least squareswidely spaced data

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Estimation in Markov Models from Aggregate Data
• Estimation for aggregate models: The aggregate Markov chain
• The information in aggregate data from Markov chains
• Estimation of finite probabilities via aggregation of Markov chains
• Aggregation/Disaggregation Methods for Computing the Stationary Distribution of a Markov Chain
• Filtering, interpolation, and extrapolation of Markov chains with a continuous parameter
• Some interpolation procedures for a partially observed Markov process
• Least-squares estimation of transition probabilities from aggregate data

Cited in

(18)

• Demographic incidence rates and estimation of intensities with incomplete information
• The use of aggregate data to estimate Gompertz-type old-age mortality in heterogeneous populations
• Least-squares estimation of transition probabilities from aggregate data
• Estimation in Markov Models from Aggregate Data
• Working Life Expectancies: The Case of Finland 1980–2006
• The information in aggregate data from Markov chains
• The Comparison of Life Table and Markov Chain Techniques for Follow-up Studies
• Estimation for aggregate models: The aggregate Markov chain
• scientific article; zbMATH DE number 4020279 (Why is no real title available?)
• Estimating Transition Probabilities from Aggregate Samples Augmented by Haphazard Recaptures
• Estimation from aggregate data
• scientific article; zbMATH DE number 6913921 (Why is no real title available?)
• Estimating Transition Probabilities from Aggregate Samples Plus Partial Transition Data
• Ridge regression for estimation of transition probabilities from aggregate data
• On inference from Markov chain macro-data using transforms
• A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data
• State-space size considerations for disease-progression models
• Bias in Markov models of disease

This page was built for publication: Estimating and interpolating a Markov chain from aggregate data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4547580)