An Empirical Comparison of Variable Selection Methods in Competing Risks Model

DOI10.1007/978-3-319-02499-8_2zbMath1407.62420OpenAlexW2272259672MaRDI QIDQ4561896

Luca Sensini, Marialuisa Restaino, Alessandra Amendola

Publication date: 13 December 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02499-8_2

zbMATH Keywords

financial distressshrinkage methodcompete risk modeldistressed firmvariable selection method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Uses Software

• glmnet

Cites Work

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