The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (Q320972): Difference between revisions
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| Property / DOI | |||
| Property / DOI: 10.1016/j.ejor.2014.09.005 / rank | |||
| Property / author | |||
| Property / author: Jonathan N. Crook / rank | |||
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| Property / author: Jonathan N. Crook / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G40 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6635788 / rank | |||
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| Property / zbMATH Keywords | |||
forecasting | |||
| Property / zbMATH Keywords: forecasting / rank | |||
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| Property / zbMATH Keywords | |||
robustness and sensitivity analysis | |||
| Property / zbMATH Keywords: robustness and sensitivity analysis / rank | |||
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macroeconomic variables | |||
| Property / zbMATH Keywords: macroeconomic variables / rank | |||
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structural change | |||
| Property / zbMATH Keywords: structural change / rank | |||
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| Property / zbMATH Keywords | |||
probability forecasting | |||
| Property / zbMATH Keywords: probability forecasting / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2168583760 / rank | |||
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| Property / cites work | |||
| Property / cites work: Not if but when will borrowers default / rank | |||
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| Property / cites work | |||
| Property / cites work: Credit scoring with macroeconomic variables using survival analysis / rank | |||
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| Property / cites work | |||
| Property / cites work: Tests of Equality Between Sets of Coefficients in Two Linear Regressions / rank | |||
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| Property / cites work | |||
| Property / cites work: Regression with Social Data / rank | |||
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| Property / cites work | |||
| Property / cites work: Survival Analysis Methods for Personal Loan Data / rank | |||
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| Property / DOI | |||
| Property / DOI: 10.1016/J.EJOR.2014.09.005 / rank | |||
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| links / mardi / name | links / mardi / name | ||
Latest revision as of 14:19, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis |
scientific article |
Statements
The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (English)
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7 October 2016
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forecasting
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robustness and sensitivity analysis
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macroeconomic variables
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structural change
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probability forecasting
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