Estimación no paramétrica de la probabilidad de mora en riesgo de crédito
- Rebeca Peláez Suárez 1
- Ricardo Cao Abad dir.
- Juan M. Vilar Fernández dir.
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1
Universidade da Coruña
info
ISSN: 1889-3805
Año de publicación: 2023
Volumen: 39
Número: 2
Páginas: 67-72
Tipo: Artículo
Otras publicaciones en: BEIO, Boletín de Estadística e Investigación Operativa
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- Peláez, R., R. Cao, and J. M. Vilar. 2021a. “Nonparametric Estimation of Probability of Default with Double Smoothing.” SORT 45 (2): 93–120.
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- Peláez, R., R. Cao, and J. M. Vilar. 2022b. “Nonparametric Estimation of the Conditional Survival Function with Double Smoothing.” Journal of Nonparametric Statistics 34 (4): 1063–90.
- Van Keilegom, I.and M. G. Akritas. 1999. “Transfer of Tail Information in Censored Regression Models.” The Annals of Statistics 27 (5): 1745–84.