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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| Outros Autores: | , |
| Formato: | lecture |
| Idioma: | por |
| Publicado em: |
2013
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10174/8264 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/8264 |