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 | |
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FullText.pdf | 1.18 MB | Adobe PDF | View/Open |
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