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Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability - MaRDI portal

Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability (Q4627149)

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scientific article; zbMATH DE number 7033589
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Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability
scientific article; zbMATH DE number 7033589

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    Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability (English)
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    7 March 2019
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    bootstrap
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    covariate effects
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    credit risk
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    discrete-time mover-stayer model
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    EM algorithm
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    status classification
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    prediction
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