Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...
If you’re used to hearing much more about how to cover your grays than how to transition to gray hair, you’re not alone. But ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper outlines a way to estimate transition matrices for use in credit risk modeling with a decades-old methodology ...
The most accurate estimation of transition probabilities for a multi-state model of health status requires longitudinal data. However, for many countries such data are usually not available. Instead, ...