Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation
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References listed on IDEAS
- Nickell, Pamela & Perraudin, William & Varotto, Simone, 2000. "Stability of rating transitions," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 203-227, January.
- Garthwaite, Paul H. & Kadane, Joseph B. & O'Hagan, Anthony, 2005. "Statistical Methods for Eliciting Probability Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 680-701, June.
- Umesh Gavasakar, 1988. "A Comparison of Two Elicitation Methods for a Prior Distribution for a Binomial Parameter," Management Science, INFORMS, vol. 34(6), pages 784-790, June.
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