Confidence sets and confidence bands for a beta distribution with applications to credit risk management
DOI10.1016/J.INSMATHECO.2017.05.006zbMATH Open1394.62057OpenAlexW2617448114MaRDI QIDQ2364012FDOQ2364012
Authors: Seksan Kiatsupaibul, Sarunya Somsong, Anthony J. Hayter 
Publication date: 17 July 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.05.006
Recommendations
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Cites Work
- Univariate Discrete Distributions
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- Confidence Bands for Cumulative Distribution Functions of Continuous Random Variables
- Confidence Bands for a Distribution Function Using the Bootstrap
- Some asymptotic theory for the bootstrap
- The loss given default of a low-default portfolio with weak contagion
- Optimal distribution-free confidence bands for a distribution function
- Recursive confidence band construction for an unknown distribution function
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