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    Corporate Default Predictions and Methods for Uncertainty Quantifications 

    Yuan, Miao (Virginia Tech, 2016-08-01)
    Regarding quantifying uncertainties in prediction, two projects with different perspectives and application backgrounds are presented in this dissertation. The goal of the first project is to predict the corporate default ...

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    Department
    Statistics (1)
    Subject
    (Log)-Location-Scale Distributions (1)
    Default Risk (1)
    Dynamic Factor Model (1)
    High-Dimensional Time Series (1)
    Tolerance Interval. (1)... View MoreAdvisorHong, Yili (1)Date Issued2016 (1)Thesis Degree Leveldoctoral (1)Has File(s)Yes (1)

    If you believe that any material in VTechWorks should be removed, please see our policy and procedure for Requesting that Material be Amended or Removed. All takedown requests will be promptly acknowledged and investigated.

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