Dirk Tasche

1. Estimating Probabilities of Default for Low Default Portfolios
   2004/11/28 by Katja Pluto, Dirk Tasche, Pluto, Katja +1 · 1 citation
   Business, Management and Accounting · Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #Economic, financial, and policy analysis #FOS: Economics and business #FOS: Physical sciences #Financial Distress and Bankruptcy Prediction #Other Condensed Matter (cond-mat.other) #Risk Management (q-fin.RM)
2. Class Prior Estimation under Covariate Shift: No Problem?
   2022/06/06 by Dirk Tasche, Tasche, Dirk · 2 citations
   Computer Science · Mathematics · #62B05 #Advanced Statistical Methods and Models #Anomaly Detection Techniques and Applications #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #G.3 #I.5.1 #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistics Theory (math.ST)
3. Minimising quantifier variance under prior probability shift
   2021/07/17 by Dirk Tasche, Tasche, Dirk · 1 citation
   Computer Science · Mathematics · #62F10 #68U99 #FOS: Computer and information sciences #FOS: Mathematics #Face and Expression Recognition #G.3 #I.5.2 #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Data Classification #Statistical Methods and Inference #Statistics Theory (math.ST)