Semiparametric estimation of default probability : evidence from the Prosper online credit market
Xiaofeng Li; Ying Shang; Zhi Su
| Year of publication: |
2015
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|---|---|
| Authors: | Li, Xiaofeng ; Shang, Ying ; Su, Zhi |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 127.2015, p. 54-57
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| Subject: | Semiparametric method | Single index model | Default probability | Kreditrisiko | Credit risk | Nichtparametrisches Verfahren | Nonparametric statistics | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Insolvenz | Insolvency | Kreditmarkt | Credit market | Schätzung | Estimation |