Phase transition in the Bayesian estimation of the default portfolio
- 12 November 2019
- journal article
- research article
- Published by Elsevier BV in Physica A: Statistical Mechanics and its Applications
- Vol. 544, 123480
- https://doi.org/10.1016/j.physa.2019.123480
Abstract
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Funding Information
- JPSJ, Japan (17K00347)
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