A new goodness-of-fit test for event forecasting and its application to credit defaults
Andreas Blöchlinger; Markus Leippold
| Year of publication: |
2011
|
|---|---|
| Authors: | Blöchlinger, Andreas ; Leippold, Markus |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 57.2011, 3, p. 487-505
|
| Subject: | David W. Hosmer | Stanley Lemeshow | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Statistische Verteilung | Statistical distribution | 2003-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008988418