Confidence sets and confidence bands for a beta distribution with applications to credit risk management (Q2364012)
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scientific article; zbMATH DE number 6747607
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| English | Confidence sets and confidence bands for a beta distribution with applications to credit risk management |
scientific article; zbMATH DE number 6747607 |
Statements
Confidence sets and confidence bands for a beta distribution with applications to credit risk management (English)
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17 July 2017
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credit risk
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loss given default
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beta distribution
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multiple comparison
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confidence band
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0.725532591342926
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0.698702335357666
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0.6986722350120544
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0.6883557438850403
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0.6800732612609863
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