Quantification of model risk that is caused by model misspecification (Q5073380)
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scientific article; zbMATH DE number 7522673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantification of model risk that is caused by model misspecification |
scientific article; zbMATH DE number 7522673 |
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Quantification of model risk that is caused by model misspecification (English)
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6 May 2022
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complementary log-log
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binary logistic regression
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model misspecification
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probability of default
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