Automatic spline knot selection in modeling mortgage loan default using shape constrained regression
Year of publication: |
2021
|
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Authors: | Xu, Guangning ; Deng, Geng ; Wang, Xindong ; Fu, Ken |
Published in: |
The journal of structured finance. - New York, NY : Pageant Media, Ltd., ISSN 2374-1325, ZDB-ID 2538442-9. - Vol. 27.2021, 3, p. 18-36
|
Subject: | Hypothek | Mortgage | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Insolvenz | Insolvency | Kreditrisiko | Credit risk |
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