The analysis of outlying data points by robust locally weighted scatter plot smooth: a model for the identification of problem banks

DOI10.1504/IJOR.2010.029514zbMath1177.62121OpenAlexW2052954133MaRDI QIDQ1042698

Stephane Elise Booth, David E. Booth, Randall K. Kimmel

Publication date: 7 December 2009

Published in: International Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijor.2010.029514

zbMATH Keywords

robust regression bank failures early warning systems local regression smoothing LOESS

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Communication networks in operations research (90B18) Computing methodologies and applications (68U99) Applications of statistics (62P99)

Uses Software

SPSS

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