ListarGI-MODES - Congresos, conferencias, etc. por tema "Censored data"

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    • A Doubly Smoothed PD Estimator in Credit Risk 

      Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (MDPI AG, 2020-09-01)
      [Abstract] In this work a doubly smoothed probability of default (PD) estimator is proposed based on a smoothed version of the survival Beran’s estimator. The asymptotic properties of both the smoothed survival and PD ...

    • Nonparametric Inference in Mixture Cure Models 

      López-Cheda, Ana; Cao, Ricardo; Jácome, M. A.; Keilegom, Ingrid Van (MDPI, 2018-09)
      [Abstract]: A completely nonparametric method for the estimation of mixture cure models is proposed. Nonparametric estimators for the cure probability (incidence) and for the survival function of the uncured population ...