Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Disentangling and assessing uncertainties in multiperiod corporate default risk predictions |
scientific article; zbMATH DE number 7029467
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Disentangling and assessing uncertainties in multiperiod corporate default risk predictions |
scientific article; zbMATH DE number 7029467 |
Statements
Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (English)
0 references
25 February 2019
0 references
competing risks
0 references
corporate default probability
0 references
EM algorithm
0 references
dynamic factor model
0 references
high-dimensional time series
0 references
prediction interval
0 references
0 references
0 references
0 references
0.7451592683792114
0 references
0.7164739370346069
0 references
0.7118425369262695
0 references
