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  • Search: subject:"uninformative prior"
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Year of publication
Subject
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Bayesian estimation 2 jeffreys prior 2 probability estimation 2 rating calibration 2 uninformative prior 2 Bayes-Statistik 1 Bayesian inference 1 Estimation 1 Estimation theory 1 Probability theory 1 Schätztheorie 1 Schätzung 1 Wahrscheinlichkeitsrechnung 1 low default 1 low default,ordered sets 1 ordered sets 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Delfau, Emiliano 2 Serenelli, Gustavo F. 2
Published in...
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Serie Documentos de Trabajo 1 Serie documentos de trabajo 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Estimation of probabilities for ordered sets and application to calibration of rating models
Serenelli, Gustavo F.; Delfau, Emiliano - 2023
The goal of this document is to present a methodology for estimating probabilities for ordered sets. This may have several practical applications such as calibration of Rating Models, estimation of Mortality Tables or measurement of side effects related to different doze sizes. In order to do...
Persistent link: https://www.econbiz.de/10014546045
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Cover Image
Estimation of probabilities for ordered sets and application to calibration of rating models
Serenelli, Gustavo F.; Delfau, Emiliano - 2023
The goal of this document is to present a methodology for estimating probabilities for ordered sets. This may have several practical applications such as calibration of Rating Models, estimation of Mortality Tables or measurement of side effects related to different doze sizes. In order to do...
Persistent link: https://www.econbiz.de/10014246996
Saved in:
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