A new goodness-of-fit test for event forecasting and its application to credit defaults
Year of publication: |
2011
|
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Authors: | Blöchlinger, Andreas ; Leippold, Markus |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 57.2011, 3, p. 487-505
|
Subject: | David W. Hosmer | Stanley Lemeshow | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Statistische Verteilung | Statistical distribution | 2003-2008 |
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