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The stability of survival model parameter estimates for predicting the probability of default: Empirical evidence over the credit crisis.

Mindy LeowJonathan Crook
Published in: Eur. J. Oper. Res. (2016)
Keyphrases
  • empirical evidence
  • probability distribution
  • parameter estimation
  • parameter estimates
  • experimental data
  • bayesian networks
  • multiscale
  • random variables
  • probability density function
  • parametric models