On a statistical analysis of implied data (Q651380)
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scientific article; zbMATH DE number 5988036
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| English | On a statistical analysis of implied data |
scientific article; zbMATH DE number 5988036 |
Statements
On a statistical analysis of implied data (English)
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13 December 2011
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implied default probability
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statistical model
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parametric model
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pseudo maximum likelihood estimator
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consistency
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asymptotic normality
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bootstrap
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delta method
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0.7671574354171753
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0.7326031923294067
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0.7321501970291138
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