Validation of credit default probabilities using multiple-testing procedures

DOI10.21314/JRMV.2010.062MaRDI QIDQ7386396FDO

Authors Sebastian Döhler

Publication date December 2010

Published in The Journal of Risk Model Validation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21314/JRMV.2010.062

Cited in

(1)

• DiscreteFWER

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