Browsing All of EconStor by Author Kiefer, Nicholas M.
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
2007 | Default estimation and expert information: All likely dataset analysis and robust validation | Kiefer, Nicholas M. |
2007 | Development and validation of credit-scoring models | Glennon, Dennis; Kiefer, Nicholas M.; Larson, C. Erik; Choi, Hwan-sik |
2008 | Annual default rates are probably less then long-run average annual default rates | Kiefer, Nicholas M. |
2008 | Default estimation, correlated defaults, and expert information | Kiefer, Nicholas M. |
2008 | The smooth colonel meets the reverend | Kiefer, Nicholas M.; Racine, Jeffrey S. |
2009 | Incentive-compatible elicitation of quantiles | Kiefer, Nicholas M. |
2009 | Geometry of the log-likelihood ratio statistic in misspecified models | Choi, Hwan-sik; Kiefer, Nicholas M. |
2009 | The maximum entropy distribution for stochastically ordered random variables with fixed marginals | Kiefer, Nicholas M. |
2009 | Correlated defaults, temporal correlation, expert information and predictability of default rates | Kiefer, Nicholas M. |
2010 | The Bayesian approach to default risk: A guide | Jacobs, Michael; Kiefer, Nicholas M. |