A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults (Q3005698)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults |
scientific article |
Statements
A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults (English)
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9 June 2011
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out-of-sample validation
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probability calibration
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Hosmer-Lemeshow statistic
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Bernoulli mixture models
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credit risk
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