Estimation of Transition Probabilities Using Median Absolute Deviations

Vista sencilla de ítem
dc.creatorKim, C.S.
dc.creatorSchaible, Glenn D.
dc.date2017-04-01T19:06:06Z
dc.date.accessioned2026-07-09T06:37:06Z
dc.descriptionThe probability-constrained minimum absolute deviations (MAD) estimator appears to be superior to the probability-constrained quadratic programming estimator in estimating transition probabilities with limited aggregate time series data Futhermore, one can reduce the number of columns in the probability-constrained MAD simplex tableau by adopting the median property
dc.identifierdoi:10.22004/ag.econ.137484
dc.identifierhttps://ageconsearch.umn.edu/record/137484/files/Kim_Schaible_40_4.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/137484
dc.identifier.urihttp://hdl.handle.net/123456789/578790
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/137484
dc.titleEstimation of Transition Probabilities Using Median Absolute Deviations
dc.typeText

Archivos

Colecciones

University of Minnesota