Confidence intervals for probabilities of default
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- Vos, Paul W. & Hudson, Suzanne, 2005. "Evaluation Criteria for Discrete Confidence Intervals: Beyond Coverage and Length," The American Statistician, American Statistical Association, vol. 59, pages 137-142, May.
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- Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, 09.
- Jafry, Yusuf & Schuermann, Til, 2004. "Measurement, estimation and comparison of credit migration matrices," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2603-2639, November.
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