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scientific article; zbMATH DE number 7015511 - MaRDI portal

scientific article; zbMATH DE number 7015511

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Publication:4620214

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zbMath1411.62291MaRDI QIDQ4620214

Marialuisa Restaino, Alessandra Amendola, Francesco Giordano, Maria Lucia Parrella

Publication date: 8 February 2019

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

variable selection Lasso business failure prediction out-of-sample and out-of-time evaluation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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