Het inversieprobleem van stochastische matrices opgelost met behulp van de methode van de meeste aannemelijkheid

2.50
Hdl Handle:
http://hdl.handle.net/10029/255766
Title:
Het inversieprobleem van stochastische matrices opgelost met behulp van de methode van de meeste aannemelijkheid
Authors:
Hoogenveen RT; Kooiker SE
Other Titles:
The inverse problem of stochastic matrices solved with the help of the method of maximum likelihood
Abstract:
The authors report on an investigation into Markov-models of demographic changes. Panel data are given on the number of six-year transitions between household statuses. The problem being dealt with is how to transfer these data to single year transition probabilities. First, a short introduction is given to stochastic and intensity matrices, and to necessary and sufficient conditions for the embeddability of stochastic matrices as the esponential of an intensity matrix and the identification (uniqueness) of this intensituy matrix. Second, the way the problem has been solved is described. The procedures used are: the determination of the 'nearest' intensity matrix. The determination of the maximum likelihood age-independent resp. age-dependent single year transition probabilities. the results are compared and discussed.<br>
Publisher:
Rijksinstituut voor Volksgezondheid en Milieu RIVM
Issue Date:
31-Mar-1990
Additional Links:
http://www.rivm.nl/bibliotheek/rapporten/958606003.html
Type:
Onderzoeksrapport
Language:
nl
Sponsors:
DGVGZ / STABO-Stuurgroep Toekomstscenario's Gezondheidszorg
Appears in Collections:
RIVM official reports

Full metadata record

DC FieldValue Language
dc.contributor.authorHoogenveen RT-
dc.contributor.authorKooiker SE-
dc.date.accessioned2014-01-17T13:16:54-
dc.date.issued1990-03-31-
dc.identifier958606003-
dc.description.abstractThe authors report on an investigation into Markov-models of demographic changes. Panel data are given on the number of six-year transitions between household statuses. The problem being dealt with is how to transfer these data to single year transition probabilities. First, a short introduction is given to stochastic and intensity matrices, and to necessary and sufficient conditions for the embeddability of stochastic matrices as the esponential of an intensity matrix and the identification (uniqueness) of this intensituy matrix. Second, the way the problem has been solved is described. The procedures used are: the determination of the 'nearest' intensity matrix. The determination of the maximum likelihood age-independent resp. age-dependent single year transition probabilities. the results are compared and discussed.<br>en
dc.description.sponsorshipDGVGZ / STABO-Stuurgroep Toekomstscenario's Gezondheidszorg-
dc.format.extent54 p-
dc.language.isonl-
dc.publisherRijksinstituut voor Volksgezondheid en Milieu RIVM-
dc.relation.ispartofRIVM Rapport 958606003-
dc.relation.urlhttp://www.rivm.nl/bibliotheek/rapporten/958606003.html-
dc.subject20nl
dc.subjectmarkov-modellennl
dc.subjectstochastische matricesnl
dc.subjectintensiteits matrices; demografienl
dc.titleHet inversieprobleem van stochastische matrices opgelost met behulp van de methode van de meeste aannemelijkheidnl
dc.title.alternativeThe inverse problem of stochastic matrices solved with the help of the method of maximum likelihooden
dc.typeOnderzoeksrapport-
dc.date.updated2014-01-17T12:19:24Z-
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