Graphical models for correlated defaults (Q4919613)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6163069
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Graphical models for correlated defaults |
scientific article; zbMATH DE number 6163069 |
Statements
GRAPHICAL MODELS FOR CORRELATED DEFAULTS (English)
0 references
14 May 2013
0 references
graphical models
0 references
toric models
0 references
Ising model
0 references
default dependence
0 references
correlated default
0 references
correlation smile
0 references
normal copula
0 references
algebraic statistics
0 references
0 references
0 references
0.8158648610115051
0 references
0.8024803400039673
0 references
0.7956745028495789
0 references
0.7796109318733215
0 references
0.7753767967224121
0 references
