A computationally efficient correlated mixed probit model for credit risk inference (Q6642116)
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scientific article; zbMATH DE number 7948026
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| English | A computationally efficient correlated mixed probit model for credit risk inference |
scientific article; zbMATH DE number 7948026 |
Statements
A computationally efficient correlated mixed probit model for credit risk inference (English)
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21 November 2024
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credit risk modelling
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expectation-maximization algorithm
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graphical modelling
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mixed probit
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