边界Logistic违约模型的经验似然统计方法及其应用

Empirical likelihood statistic method and its application of boundary-Logistic default rate model

考察经验似然方法在边界Logistic模型的应用,运用经验似然方法给出了边界Logistic模型的经验极大似然估计方程,并得到了模型的参数估计结果,利用此模型做实证分析.分析结果在一定程度上证明了经验极大似然估计方法得到的参数是可靠的.

In this paper,the application of empirical likelihood method in the bounden - logistic model was investigated. By using the empirical likelihood method in this model,the experience maximum likelihood estimation equation is given,and the parameter estimation of the model results are obtained. Further this model is used of empirical analysis,and the results of the analysis in some way to justifying the experience the parameters obtained from the maximum likelihood estimation method is reliable.