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Default forecast with auxiliary information using a logarithmic transformation model - MaRDI portal

Default forecast with auxiliary information using a logarithmic transformation model

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Publication:5064269

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DOI10.1360/SCM-2018-0622zbMath1499.62104MaRDI QIDQ5064269

Moming Wang, Yong Zhou

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

zbMATH Keywords

default credit risk empirical likelihood auxiliary information log-transformation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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