Xinzheng Huang
Finance · 2008
A researcher in the Science corpus: 1 paper; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 6 citations into it
- Statistics and Probability — 5 citations into it
Whom Xinzheng Huang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Alexander J. McNeil
- Eric R. Ziegel
- Trevor J. Hastie
- Youngjo Lee
- W. Perraudin
- Jonathan Wendin
- Silvia L. P. Ferrari
- Leif Andersen
- Edward I. Altman
- Robert Tibshirani
Papers from Xinzheng Huang's perspective
Ordered by how strongly the researchers Xinzheng Huang trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized Linear Models
- Bayesian inference for generalized linear mixed models of portfolio credit risk
- Generalized Additive Models
- Hierarchical generalised linear models: A synthesis of generalised linear models, random-effect models and structured dispersions
- Beta Regression for Modelling Rates and Proportions
- The Dependence of Recovery Rates and Defaults
- Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
- The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications
- Dependent Credit Migrations
- Dependent defaults in models of portfolio credit risk
Their papers
- Generalized beta regression models for random loss given default (2008) — 59 citations