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Author
:
Rebeca Pelaez
Publications
Nonparametric probability of default estimation in presence of cure fraction
Rebeca Pelaez
,
Ingrid Van Keilegom
,
Ricardo Cao
and
Juan Manuel Vilar
In
:
Proceedings of V XoveTIC Conference. XoveTIC 2022
Keyphrases
censored data
,
kernel method
,
nonparametric estimation
,
survival analysis
.
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