Models of Symmetric Stochastic Matrices
Let M be a symmetric stochastic matrix with mean matrix ¹ then M = Xk j=1 ¸i®i®t i + ¹E With M = Pk j=1 ¸i®i®t i the spectral decomposition of the mean matrix of M: We consider the adjustment of the structure vector ¯i = ¸1=2 i ®i; i = 1; : : : ; k and model validation. Moreover we consider the espe...
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| Other Authors: | , |
| Format: | lecture |
| Language: | por |
| Published: |
2013
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10174/8264 |
| Country: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/8264 |