Automatic spline knot selection in modeling mortgage loan default using shape constrained regression
Guangning Xu, Geng Deng, Xindong Wang, and Ken Fu
| Year of publication: |
2021
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|---|---|
| Authors: | Xu, Guangning ; Deng, Geng ; Wang, Xindong ; Fu, Ken |
| Published in: |
The journal of structured finance. - New York, NY : Pageant Media, Ltd., ISSN 2374-1325, ZDB-ID 2538442-9. - Vol. 27.2021, 3, p. 18-36
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| Subject: | Hypothek | Mortgage | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kreditrisiko | Credit risk | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jsf.2021.1.123 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012698204