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Results overview: Found 3 records in 0.04 seconds.
Articles, 3 records found
Articles 3 records found  
1.
28 p, 891.5 KB Nonparametric estimation of the probability of default with double smoothing / Peláez, Rebeca (Universidade da Coruña. Departamento de Matemáticas) ; Cao, Ricardo (Universidade da Coruña. Departamento de Matemáticas) ; Vilar, Juan M. (Universidade da Coruña. Departamento de Matemáticas)
In this paper, a general nonparametric estimator of the probability of default is proposed and studied. It is derived from an estimator of the conditional survival function for censored data obtained with a double smoothing, on the covariate and on the variable of interest. [...]
2021 - 10.2436/20.8080.02.111
SORT : statistics and operations research transactions, Vol. 45 Núm. 2 (July-December 2021) , p. 93-120 (Articles)  
Detailed record - Creative Commons
2.
30 p, 418.7 KB Kernel distribution estimation for grouped data / Reyes, Miguel (Universidad de las Américas-Puebla (Puebla, Mèxic). Departamento de Actuaría, Física y Matemáticas) ; Francisco-Fernández, Mario (Universidade da Coruña. Departamento de Matemáticas) ; Cao, Ricardo (Universidade da Coruña. Departamento de Matemáticas) ; Barreiro-Ures, Daniel (Universidade da Coruña. Departamento de Matemáticas)
Interval-grouped data appear when the observations are not obtained in continuous time, but monitored in periodical time instants. In this framework, a nonparametric kernel distribution estimator is proposed and studied. [...]
2019 - 10.2436/20.8080.02.88
SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 259-288  
Detailed record - Creative Commons
3.
46 p, 1.1 MB Modelling consumer credit risk via survival analysis / Cao, Ricardo (Universidade da Coruña) ; Vilar, Juan M. (Universidade da Coruña) ; Devía, Andrés (Universidade da Coruña) ; Universidade da Coruña
Credit risk models are used by financial companies to evaluate in advance the insolvency risk caused by credits that enter into default. Many models for credit risk have been developed over the past few decades. [...]
2009
SORT : statistics and operations research transactions, Vol. 33, Núm. 1 (January-June 2009) , p. 3-30  
Detailed record - Creative Commons

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