Probability of default estimation in credit risk using mixture cure models (Q6071708)

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scientific article; zbMATH DE number 7771444
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Probability of default estimation in credit risk using mixture cure models
scientific article; zbMATH DE number 7771444

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    Probability of default estimation in credit risk using mixture cure models (English)
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    28 November 2023
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    censored data
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    survival analysis
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    nonparametric estimation
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    kernel method
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