On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results
- Mroz, T.
- Fernández Sánchez, J.
- Fuchs, S.
- Trutschnig, W.
Revue:
Journal of Statistical Planning and Inference
ISSN: 0378-3758
Année de publication: 2022
Volumen: 223
Pages: 33-52
Type: Article