A computationally efficient correlated mixed probit model for credit risk inference

DOI10.1111/RSSC.12352MaRDI QIDQ6642116zbMATH OpenFDO

Authors Elisa Tosetti, Veronica Vinciotti

Publication date 21 November 2024

Published in Journal of the Royal Statistical Society. Series C. Applied Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

expectation-maximization algorithmgraphical modellingcredit risk modellingmixed probit

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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