A computationally efficient correlated mixed probit model for credit risk inference

DOI10.1111/RSSC.12352MaRDI QIDQ6642116FDOQ6642116

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)

zbMATH Keywords

expectation-maximization algorithmgraphical modellingcredit risk modellingmixed probit

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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