ListarModelización, Optimización e Inferencia Estadística (MODES) por tema "Survival análisis"
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Bootstrap Bandwidth Selection and Confidence Regions for Double Smoothed Default Probability Estimation
(MDPI, 2022)[Abstract] For a fixed time, t, and a horizon time, b, the probability of default (PD) measures the probability that an obligor, that has paid his/her credit until time t, runs into arrears not later that time t+b. This ...