Credit scoring model : applications of Copula theory and quantile regression
Po-Chin Wu; Jen-Chieh Laio
| Year of publication: |
2013
|
|---|---|
| Authors: | Wu, Po-chin ; Laio, Jen-chieh |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 10, p. 1125-1134
|
| Subject: | Cluster analysis | Copula analysis | Quantile regression | Credit scoring model | Kreditwürdigkeit | Credit rating | Multivariate Verteilung | Multivariate distribution | Regressionsanalyse | Regression analysis | Theorie | Theory | Kreditrisiko | Credit risk | Schätzung | Estimation | Clusteranalyse |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010363752