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scientific article; zbMATH DE number 6951407
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scientific article; zbMATH DE number 6951407

    Statements

    author
    L. J. S. Bodvin
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    Andriëtte Bekker
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    J. J. J. Roux
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    publication date
    10 October 2018
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    Mathematics Subject Classification ID
    62F15
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    62B10
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    62P05
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    zbMATH DE Number
    6951407
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    zbMATH Keywords
    Bayes estimation
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    bivariate beta distributions
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    calibration
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    credit ratings
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    multinomial distribution
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    probability of default
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    Shannon entropy
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