Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model (Q5129006)
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scientific article; zbMATH DE number 7265867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model |
scientific article; zbMATH DE number 7265867 |
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Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model (English)
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26 October 2020
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credit defaults
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small and medium enterprises
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generalized linear model
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generalized extreme value distribution
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rare events
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binary data
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