Matches in SemOpenAlex for { <https://semopenalex.org/work/W2741831100> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W2741831100 abstract "Predicting loss given default (LGD) is playing an increasingly crucial role in quantitative credit risk modeling. In this paper, we propose to apply mixed effects models to predict corporate bonds LGD, as well as other widely used LGD models. The empirical results show that mixed effects models are able to explain the unobservable heterogeneity and to make better predictions compared with linear regression and fractional response regression. All the statistical models are performed in SAS/STAT®, SAS® 9.2, using specifically PROC REG and PROC NLMIXED, and the model evaluation metrics are calculated in PROC IML. This paper gives a detailed description on how to use PROC NLMIXED to build and estimate generalized linear models and mixed effects models." @default.
- W2741831100 created "2017-08-08" @default.
- W2741831100 creator A5019861049 @default.
- W2741831100 creator A5061614980 @default.
- W2741831100 date "2014-01-01" @default.
- W2741831100 modified "2023-09-24" @default.
- W2741831100 title "Modeling Loss Given Default in SAS/STAT®" @default.
- W2741831100 cites W107751785 @default.
- W2741831100 cites W1989237447 @default.
- W2741831100 cites W2043077358 @default.
- W2741831100 cites W2077372486 @default.
- W2741831100 cites W2126147689 @default.
- W2741831100 cites W2183888773 @default.
- W2741831100 cites W3122051380 @default.
- W2741831100 cites W2182706221 @default.
- W2741831100 hasPublicationYear "2014" @default.
- W2741831100 type Work @default.
- W2741831100 sameAs 2741831100 @default.
- W2741831100 citedByCount "0" @default.
- W2741831100 crossrefType "journal-article" @default.
- W2741831100 hasAuthorship W2741831100A5019861049 @default.
- W2741831100 hasAuthorship W2741831100A5061614980 @default.
- W2741831100 hasConcept C105795698 @default.
- W2741831100 hasConcept C119857082 @default.
- W2741831100 hasConcept C133930124 @default.
- W2741831100 hasConcept C149782125 @default.
- W2741831100 hasConcept C162118730 @default.
- W2741831100 hasConcept C162324750 @default.
- W2741831100 hasConcept C163175372 @default.
- W2741831100 hasConcept C175444787 @default.
- W2741831100 hasConcept C178350159 @default.
- W2741831100 hasConcept C2780695315 @default.
- W2741831100 hasConcept C2864544 @default.
- W2741831100 hasConcept C29122968 @default.
- W2741831100 hasConcept C33923547 @default.
- W2741831100 hasConcept C41008148 @default.
- W2741831100 hasConcept C48921125 @default.
- W2741831100 hasConcept C83546350 @default.
- W2741831100 hasConceptScore W2741831100C105795698 @default.
- W2741831100 hasConceptScore W2741831100C119857082 @default.
- W2741831100 hasConceptScore W2741831100C133930124 @default.
- W2741831100 hasConceptScore W2741831100C149782125 @default.
- W2741831100 hasConceptScore W2741831100C162118730 @default.
- W2741831100 hasConceptScore W2741831100C162324750 @default.
- W2741831100 hasConceptScore W2741831100C163175372 @default.
- W2741831100 hasConceptScore W2741831100C175444787 @default.
- W2741831100 hasConceptScore W2741831100C178350159 @default.
- W2741831100 hasConceptScore W2741831100C2780695315 @default.
- W2741831100 hasConceptScore W2741831100C2864544 @default.
- W2741831100 hasConceptScore W2741831100C29122968 @default.
- W2741831100 hasConceptScore W2741831100C33923547 @default.
- W2741831100 hasConceptScore W2741831100C41008148 @default.
- W2741831100 hasConceptScore W2741831100C48921125 @default.
- W2741831100 hasConceptScore W2741831100C83546350 @default.
- W2741831100 hasLocation W27418311001 @default.
- W2741831100 hasOpenAccess W2741831100 @default.
- W2741831100 hasPrimaryLocation W27418311001 @default.
- W2741831100 hasRelatedWork W1507764219 @default.
- W2741831100 hasRelatedWork W1559103440 @default.
- W2741831100 hasRelatedWork W2001623186 @default.
- W2741831100 hasRelatedWork W2018054874 @default.
- W2741831100 hasRelatedWork W2054860606 @default.
- W2741831100 hasRelatedWork W2071366414 @default.
- W2741831100 hasRelatedWork W2073453589 @default.
- W2741831100 hasRelatedWork W2182949522 @default.
- W2741831100 hasRelatedWork W2183703223 @default.
- W2741831100 hasRelatedWork W2183957946 @default.
- W2741831100 hasRelatedWork W2187339154 @default.
- W2741831100 hasRelatedWork W2188299654 @default.
- W2741831100 hasRelatedWork W2189470731 @default.
- W2741831100 hasRelatedWork W2553612126 @default.
- W2741831100 hasRelatedWork W2953058310 @default.
- W2741831100 hasRelatedWork W2971878719 @default.
- W2741831100 hasRelatedWork W3101472415 @default.
- W2741831100 hasRelatedWork W3175062469 @default.
- W2741831100 hasRelatedWork W2187512951 @default.
- W2741831100 hasRelatedWork W3123798073 @default.
- W2741831100 isParatext "false" @default.
- W2741831100 isRetracted "false" @default.
- W2741831100 magId "2741831100" @default.
- W2741831100 workType "article" @default.