Pages that link to "Item:Q2666053"
From MaRDI portal
The following pages link to Probability of default estimation in credit risk using a nonparametric approach (Q2666053):
Displaying 10 items.
- The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (Q320972) (← links)
- A new mixture model for the estimation of credit card exposure at default (Q320980) (← links)
- Random survival forests models for SME credit risk measurement (Q398807) (← links)
- Parametric and non-parametric combination model to enhance overall performance on default prediction (Q890642) (← links)
- An improved approach to evaluate default probabilities and default correlations with consistency (Q2816962) (← links)
- (Q3498184) (← links)
- Nonparametric estimation of the conditional survival function with double smoothing (Q5051341) (← links)
- (Q5063389) (← links)
- Probability of default estimation in credit risk using mixture cure models (Q6071708) (← links)
- A two-step estimation procedure for semiparametric mixture cure models (Q6608181) (← links)