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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/17819| 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 |
| URI: | https://bura.brunel.ac.uk/handle/2438/17819 |
| ISSN: | 0035-9254 |
| Appears in Collections: | Dept of Mathematics Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 1.18 MB | Adobe PDF | View/Open |
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