Ridge Regression for Estimation of Transition Probabilities from Aggregate Data (Q4906433)

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scientific article; zbMATH DE number 6135671
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Ridge Regression for Estimation of Transition Probabilities from Aggregate Data
scientific article; zbMATH DE number 6135671

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    Ridge Regression for Estimation of Transition Probabilities from Aggregate Data (English)
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    11 February 2013
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    ridge regression
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    ordinary least square estimators
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