A logistic regression point of view toward loss given default distribution estimation (Q4554431)
From MaRDI portal
scientific article; zbMATH DE number 6979470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A logistic regression point of view toward loss given default distribution estimation |
scientific article; zbMATH DE number 6979470 |
Statements
A logistic regression point of view toward loss given default distribution estimation (English)
0 references
14 November 2018
0 references
conditional distribution
0 references
logistic regression
0 references
loss given default
0 references
sample density estimation
0 references
unconditional distribution
0 references
