Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring
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- Wayne R. Archer & Peter J. Elmer & David M. Harrison & David C. Ling, 2002. "Determinants of Multifamily Mortgage Default," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 30(3), pages 445-473.
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- Andreas D. Christopoulos & Robert A. Jarrow & Yildiray Yildirim, 2008. "Commercial Mortgage-Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(3), pages 441-498, 09.
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- Duolao Wang & Mike Murphy, 1998. "Use of a mixture model for the analysis of contraceptive-use duration among long-term users," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(3), pages 319-332.
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