scientific article; zbMATH DE number 7494020

DOI10.2436/20.8080.02.111zbMath1482.62045MaRDI QIDQ5063389

Juan Manuel Vilar, Rebeca Peláez, Ricardo Cao

Publication date: 21 March 2022

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

risk analysissurvival analysiskernel methodcensored dataprobability of default

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Related Items (3)

Nonparametric estimation of the conditional survival function with double smoothing ⋮ Probability of default estimation in credit risk using mixture cure models ⋮ Unnamed Item

Cites Work

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• Credit risk modeling based on survival analysis with immunes
• Uniform consistency of the kernel conditional Kaplan-Meier estimate
• Transfer of tail information in censored regression models
• Probability of default estimation in credit risk using a nonparametric approach
• Financial survival analysis of defaulted debtors
• Survival Analysis Methods for Personal Loan Data
• Strong representation of a generalized product-limit estimator for truncated and censored data with some applications

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