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Estimating transition probabilities of singly and doubly stochastic matrices
Author(s) -
Kabe D. G.
Publication year - 1980
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710220210
Subject(s) - minification , mathematics , quadratic equation , quadratic programming , stochastic matrix , mathematical optimization , statistics , geometry , markov chain
Abstract Vector quadratic programming techniques, based on the classical theory of vector quadratic forms, subjected to linear restrictions, minimization techniques are applied to the estimation of the transition probabilities of singly and doubly stochastic matrices.