Ridge regression for estimation of transition probabilities from aggregate data

DOI10.1080/03610918.2011.595866zbMATH Open1294.62181OpenAlexW2025670056MaRDI QIDQ4906433FDOQ4906433

Authors: Inderdeep Kaur, M. B. Rajarshi 

Publication date: 11 February 2013

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.595866

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zbMATH Keywords

ridge regressionordinary least square estimators

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Finite Markov processes in psychology
• Title not available (Why is that?)

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