Data mining procedures in generalized Cox regressions

DOI10.1016/S0731-9053(08)22007-4zbMATH Open1196.62131OpenAlexW2503560978MaRDI QIDQ3572015FDOQ3572015

Authors: Zhen Wei 

Publication date: 30 June 2010

Published in: Econometrics and Risk Management (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0731-9053(08)22007-4

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Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40) Survival analysis and censored data (62N99)

Cited In (1)

• Bump hunting for risk: a new data mining tool and its applications

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