BLUEs for default probailities
Konstantin Vogel; Robert Wania
| Year of publication: |
2004
|
|---|---|
| Authors: | Vogl, Konstantin ; Wania, Robert |
| Publisher: |
Dresden : TU, Fak. Wirtschaftswiss. |
| Subject: | Kreditrisiko | Credit risk | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 5 Bl |
|---|---|
| Series: | Dresdner Beiträge zu quantitativen Verfahren. - Dresden : Techn. Univ., Fak. Wirtschaftswiss., ISSN 0945-4802, ZDB-ID 2289789-6. - Vol. Nr. 37/04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | BLUES = best linear unbiased estimator Internetausg.: http://www.tu-dresden.de/wwqvs/VaR/DBQV37-04.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002106143