A logistic regression point of view toward loss given default distribution estimation (Q4554431)
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scientific article; zbMATH DE number 6979470
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A logistic regression point of view toward loss given default distribution estimation |
scientific article; zbMATH DE number 6979470 |
Statements
A logistic regression point of view toward loss given default distribution estimation (English)
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14 November 2018
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conditional distribution
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logistic regression
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loss given default
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sample density estimation
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unconditional distribution
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0.8815869
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0.86721855
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0.8661192
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0.8614675
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0.8533787
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0.8522544
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0.8507862
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