Ridge regression for estimation of transition probabilities from aggregate data

DOI10.1080/03610918.2011.595866MaRDI QIDQ4906433zbMATHOpenAlexFDO

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

zbMATH Keywords

ridge regressionordinary least square estimators

Mathematics Subject Classification ID

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

Recommendations

• Least-squares estimation of transition probabilities from aggregate data
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• Estimating Transition Probabilities from Aggregate Samples Plus Partial Transition Data
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Cites work

• scientific article; zbMATH DE number 3318337 (Why is no real title available?)
• Finite Markov processes in psychology

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