Journal of Risk

Risk.net

Selection versus averaging of logistic credit risk models

Evelyn Hayden, Alex Stomper and Arne Westerkamp

ABSTRACT

The bootstrap analysis shows that BMA should be considered as an alternative to the stepwise model selection procedures that are currently often used in practice.

To continue reading...

You must be signed in to use this feature.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: