The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (Q320972)
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: The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis |
scientific article; zbMATH DE number 6635788
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis |
scientific article; zbMATH DE number 6635788 |
Statements
The stability of survival model parameter estimates for predicting the probability of default: empirical evidence over the credit crisis (English)
0 references
7 October 2016
0 references
forecasting
0 references
robustness and sensitivity analysis
0 references
macroeconomic variables
0 references
structural change
0 references
probability forecasting
0 references
0.8828436
0 references
0.8749263
0 references
0.86631525
0 references
0.86621284
0 references
0.86621284
0 references
0.8640992
0 references
0.85961723
0 references
