Related references
Note: Only part of the references are listed.Probability of default estimation in credit risk using a nonparametric approach
Rebeca Pelaez Suarez et al.
TEST (2021)
Robust and consistent estimation of generators in credit risk
G. dos Reis et al.
QUANTITATIVE FINANCE (2018)
Conditional copula models for right-censored clustered event time data
Candida Geerdens et al.
BIOSTATISTICS (2018)
Maximum likelihood estimation for conditional distribution single-index models under censoring
Ewa Strzalkowska-Kominiak et al.
JOURNAL OF MULTIVARIATE ANALYSIS (2013)
A random effect multiplicative heteroscedastic model for bacterial growth
Ricardo Cao et al.
BMC BIOINFORMATICS (2010)
Financial survival analysis of defaulted debtors
L. N. Allen et al.
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (2006)
Measuring the default risk of small business loans: A survival analysis approach
D Glennon et al.
JOURNAL OF MONEY CREDIT AND BANKING (2005)
Smooth conditional distribution function and quantiles under random censorship
E Leconte et al.
LIFETIME DATA ANALYSIS (2002)
A bootstrap approach to nonparametric regression for right censored data
G Li et al.
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS (2001)