Matches in SemOpenAlex for { <https://semopenalex.org/work/W4386700906> ?p ?o ?g. }
Showing items 1 to 100 of
100
with 100 items per page.
- W4386700906 endingPage "107853" @default.
- W4386700906 startingPage "107853" @default.
- W4386700906 abstract "An estimator of the probability of default (PD) in credit risk is proposed. It is derived from a nonparametric conditional survival function estimator based on cure models. Asymptotic expressions for the bias and the variance, as well as the asymptotic normality of the proposed estimator are presented. A simulation study shows the performance of the nonparametric estimator compared with Beran's PD estimator and other semiparametric methods. Finally, an empirical study based on modified real data illustrates the practical behaviour." @default.
- W4386700906 created "2023-09-14" @default.
- W4386700906 creator A5025169649 @default.
- W4386700906 creator A5031372858 @default.
- W4386700906 creator A5032002735 @default.
- W4386700906 creator A5080329589 @default.
- W4386700906 date "2024-01-01" @default.
- W4386700906 modified "2023-10-15" @default.
- W4386700906 title "Probability of default estimation in credit risk using mixture cure models" @default.
- W4386700906 cites W1593893500 @default.
- W4386700906 cites W1967278811 @default.
- W4386700906 cites W1971850642 @default.
- W4386700906 cites W1991573943 @default.
- W4386700906 cites W2006785901 @default.
- W4386700906 cites W2014553342 @default.
- W4386700906 cites W2041844120 @default.
- W4386700906 cites W2042678655 @default.
- W4386700906 cites W2062527942 @default.
- W4386700906 cites W2064857720 @default.
- W4386700906 cites W2108491971 @default.
- W4386700906 cites W2166379450 @default.
- W4386700906 cites W2167921963 @default.
- W4386700906 cites W2305849921 @default.
- W4386700906 cites W2508878432 @default.
- W4386700906 cites W2556216749 @default.
- W4386700906 cites W2559650365 @default.
- W4386700906 cites W2618631233 @default.
- W4386700906 cites W3040463880 @default.
- W4386700906 cites W3121953069 @default.
- W4386700906 cites W3133767842 @default.
- W4386700906 cites W3135680275 @default.
- W4386700906 cites W4225264175 @default.
- W4386700906 cites W4293241248 @default.
- W4386700906 doi "https://doi.org/10.1016/j.csda.2023.107853" @default.
- W4386700906 hasPublicationYear "2024" @default.
- W4386700906 type Work @default.
- W4386700906 citedByCount "0" @default.
- W4386700906 crossrefType "journal-article" @default.
- W4386700906 hasAuthorship W4386700906A5025169649 @default.
- W4386700906 hasAuthorship W4386700906A5031372858 @default.
- W4386700906 hasAuthorship W4386700906A5032002735 @default.
- W4386700906 hasAuthorship W4386700906A5080329589 @default.
- W4386700906 hasBestOaLocation W43867009061 @default.
- W4386700906 hasConcept C102366305 @default.
- W4386700906 hasConcept C105795698 @default.
- W4386700906 hasConcept C149782125 @default.
- W4386700906 hasConcept C162118730 @default.
- W4386700906 hasConcept C162324750 @default.
- W4386700906 hasConcept C164172150 @default.
- W4386700906 hasConcept C165646398 @default.
- W4386700906 hasConcept C178350159 @default.
- W4386700906 hasConcept C185429906 @default.
- W4386700906 hasConcept C19539793 @default.
- W4386700906 hasConcept C28826006 @default.
- W4386700906 hasConcept C33923547 @default.
- W4386700906 hasConcept C38689907 @default.
- W4386700906 hasConcept C65778772 @default.
- W4386700906 hasConcept C971699 @default.
- W4386700906 hasConceptScore W4386700906C102366305 @default.
- W4386700906 hasConceptScore W4386700906C105795698 @default.
- W4386700906 hasConceptScore W4386700906C149782125 @default.
- W4386700906 hasConceptScore W4386700906C162118730 @default.
- W4386700906 hasConceptScore W4386700906C162324750 @default.
- W4386700906 hasConceptScore W4386700906C164172150 @default.
- W4386700906 hasConceptScore W4386700906C165646398 @default.
- W4386700906 hasConceptScore W4386700906C178350159 @default.
- W4386700906 hasConceptScore W4386700906C185429906 @default.
- W4386700906 hasConceptScore W4386700906C19539793 @default.
- W4386700906 hasConceptScore W4386700906C28826006 @default.
- W4386700906 hasConceptScore W4386700906C33923547 @default.
- W4386700906 hasConceptScore W4386700906C38689907 @default.
- W4386700906 hasConceptScore W4386700906C65778772 @default.
- W4386700906 hasConceptScore W4386700906C971699 @default.
- W4386700906 hasFunder F4320313559 @default.
- W4386700906 hasFunder F4320322930 @default.
- W4386700906 hasFunder F4320326262 @default.
- W4386700906 hasFunder F4320326655 @default.
- W4386700906 hasFunder F4320330134 @default.
- W4386700906 hasFunder F4320334678 @default.
- W4386700906 hasFunder F4320335254 @default.
- W4386700906 hasFunder F4320335322 @default.
- W4386700906 hasLocation W43867009061 @default.
- W4386700906 hasOpenAccess W4386700906 @default.
- W4386700906 hasPrimaryLocation W43867009061 @default.
- W4386700906 hasRelatedWork W2031261804 @default.
- W4386700906 hasRelatedWork W2064901650 @default.
- W4386700906 hasRelatedWork W2165343304 @default.
- W4386700906 hasRelatedWork W2370788002 @default.
- W4386700906 hasRelatedWork W2788559409 @default.
- W4386700906 hasRelatedWork W3037218565 @default.
- W4386700906 hasRelatedWork W3123181239 @default.
- W4386700906 hasRelatedWork W3125285283 @default.
- W4386700906 hasRelatedWork W3145866559 @default.
- W4386700906 hasRelatedWork W4297071425 @default.
- W4386700906 hasVolume "189" @default.
- W4386700906 isParatext "false" @default.
- W4386700906 isRetracted "false" @default.
- W4386700906 workType "article" @default.