Nonparametric estimation of the probability of default with double smoothing (Q5063389)
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scientific article; zbMATH DE number 7494020
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonparametric estimation of the probability of default with double smoothing |
scientific article; zbMATH DE number 7494020 |
Statements
21 March 2022
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censored data
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kernel method
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probability of default
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risk analysis
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survival analysis
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0.899239718914032
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0.7569472789764404
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0.7440637350082397
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0.7226160764694214
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0.7183657288551331
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