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Publication:3645285
zbMath1274.91454MaRDI QIDQ3645285
Juan Manuel Vilar, A. Devia, Ricardo Cao
Publication date: 16 November 2009
Full work available at URL: https://eudml.org/doc/43039
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
nonparametric regressionBasel IIgeneralized product-limit estimatorprobability of defaultconditional survival function
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Censored data models (62N01) Credit risk (91G40)
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