most citedCorrelation Structures of Correlated Binomial Models and Implied Default Distribution

9 citations · 9 across the 1 of their papers we have counts for

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1 paper

physics.soc-ph2006★ 9 cited

Correlation Structures of Correlated Binomial Models and Implied Default Distribution

S. Mori, K. Kitsukawa, M. Hisakado

We show how to analyze and interpret the correlation structures, the conditional expectation values and correlation coefficients of exchangeable Bernoulli random variables. We stud…