A logistic regression point of view toward loss given default distribution estimation
Year of publication: |
March 2018
|
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Authors: | Hwang, Ruey-Ching ; Chu, Chih-Kang |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 3, p. 419-435
|
Subject: | Conditional distribution | Logistic regression | Loss given default | Sample density estimation | Unconditional distribution | Statistische Verteilung | Statistical distribution | Kreditrisiko | Credit risk | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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