Semiparametric estimation of default probability : evidence from the Prosper online credit market
Year of publication: |
2015
|
---|---|
Authors: | Li, Xiaofeng ; Shang, Ying ; Su, Zhi |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 127.2015, p. 54-57
|
Subject: | Semiparametric method | Single index model | Default probability | Theorie | Theory | Kreditrisiko | Credit risk | Nichtparametrisches Verfahren | Nonparametric statistics | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Insolvenz | Insolvency | Kreditmarkt | Credit market |
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