Data mining procedures in generalized Cox regressions

DOI10.1016/S0731-9053(08)22007-4MaRDI QIDQ3572015zbMATHOpenAlexFDO

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

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)

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(1)

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

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