Nonparametric estimation of the transition probability matrix of a progressive multi-state model is considered under cross-sectional sampling. Two different estimators adapted to possibly ...
Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 68, No. 2 (2006), pp. 155-178 (24 pages) For a class of latent Markov models for discrete variables having a ...
An increased risk of credit-related exposures and the contagion effect of the recent global financial crisis have led to stringent regulations and the need for accurate credit risk models. Under the ...
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