On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results.
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| Title: | On distributions with fixed marginals maximizing the joint or the prior default probability, estimation, and related results. |
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| Authors: | Mroz, Thomas1, thomasmroz@a1.net, Fernández Sánchez, Juan2, juanfernandez@ual.es, Fuchs, Sebastian1, sebastian.fuchs@plus.ac.at, Trutschnig, Wolfgang1, wolfgang@trutschnig.net |
| Source: | Journal of Statistical Planning & Inference; Mar2023, Vol. 223, p33-52, 20p |
| Database: | Applied Science & Technology Source |
| ISSN: | 03783758 |
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| DOI: | 10.1016/j.jspi.2022.07.005 |
