On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results

  1. Mroz, T.
  2. Fernández Sánchez, J.
  3. Fuchs, S.
  4. Trutschnig, W.
Revue:
Journal of Statistical Planning and Inference

ISSN: 0378-3758

Année de publication: 2022

Volumen: 223

Pages: 33-52

Type: Article

DOI: 10.1016/J.JSPI.2022.07.005 GOOGLE SCHOLAR lock_openAccès ouvert editor