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Statistical inference / Maximum likelihood / Bayes estimator / Bias of an estimator / Estimator / Point estimation / Median / Probability interpretations / Mean squared error / Statistics / Estimation theory / Statistical theory


The Probability Approach to Default Probabilities
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Document Date: 2014-08-03 08:50:03

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File Size: 130,52 KB

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Company

Rai / JEL Classi / S&P / /

Currency

pence / /

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Facility

Uris Hall / Cornell University / Default Probabilities Nicholas M. Kiefer_ Cornell University / /

IndustryTerm

risk management / bank / /

Organization

Comptroller of the Currency / Currency Risk Analysis Division / Basel Committee on Banking Supervision / OCC / Cornell University / Basel committee / US Department of the Treasury O¢ / /

Person

Nicholas M. Kiefer / Mitch Stengel / Mark Levonian / Dirk Tasche / Katja Pluto / Mike Carhill / Erik Larson / /

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Position

advocate / author / statistician / /

ProgrammingLanguage

DC / /

Technology

simulation / /

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