Predicting LGD distributions with mixed continuous and discrete ordinal outcomes
Ruey-Ching Hwang, Chih-Kang Chu, Kaizhi Yu
| Year of publication: |
2020
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|---|---|
| Authors: | Hwang, Ruey-Ching ; Chu, Chih-Kang ; Yu, Kaizhi |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 3, p. 1003-1022
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| Subject: | Conditional distribution | Cumulative probability model | Logistic regression | Loss given default | Semiparametric transformation | Unconditional distribution | Statistische Verteilung | Statistical distribution | Theorie | Theory | Kreditrisiko | Credit risk | Regressionsanalyse | Regression analysis | Wahrscheinlichkeitsrechnung | Probability theory | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1310-1311 |
| Other identifiers: | 10.1016/j.ijforecast.2019.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012497162