A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction
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Publication:4648541
DOI10.1080/01621459.2012.682806zbMath1395.62354OpenAlexW2101126169MaRDI QIDQ4648541
A. Adam Ding, Yan Yu, Shaonan Tian, Hui Guo
Publication date: 9 November 2012
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.682806
Applications of statistics to economics (62P20) Generalized linear models (logistic models) (62J12) Reliability and life testing (62N05) Credit risk (91G40)
Related Items (5)
Corporate Probability of Default: A Single-Index Hazard Model Approach ⋮ Disentangling and assessing uncertainties in multiperiod corporate default risk predictions ⋮ Default risk prediction and feature extraction using a penalized deep neural network ⋮ Most Likely Transformations ⋮ Machine learning for corporate default risk: multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
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