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Title: A computationally efficient correlated mixed probit model for credit risk inference
Authors: Tosetti, E
Vinciotti, V
Keywords: mixed probit;graphical modelling;EM algorithm;credit risk modelling
Issue Date: 2019
Publisher: Wiley
Citation: Journal of the Royal Statistical Society: Series C
ISSN: 0035-9254
Appears in Collections:Dept of Mathematics Research Papers

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