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Rebeca Peláez
ORCID
Publication Activity (10 Years)
Years Active: 2022-2024
Publications (10 Years): 2
Top Topics
Kernel Density Estimation
Credit Risk
Nonparametric Regression
Parzen Window
Top Venues
Comput. Stat. Data Anal.
XoveTIC
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Publications
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Rebeca Peláez
,
Ingrid Van Keilegom
,
Ricardo Cao
,
Juan Manuel Vilar
Probability of default estimation in credit risk using mixture cure models.
Comput. Stat. Data Anal.
189 (2024)
Rebeca Peláez
,
Ingrid Van Keilegom
,
Ricardo Cao
,
Juan Manuel Vilar
Nonparametric probability of default estimation in presence of cure fraction.
XoveTIC
(2022)