Nonparametric Quantile Regression‐Based Classifiers for Bankruptcy Forecasting

DOI10.1002/FOR.2280zbMath1397.62554OpenAlexW1594420713WikidataQ57896055 ScholiaQ57896055MaRDI QIDQ4687494

Javier De Andrés, Manuel Landajo, Pedro Lorca

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2280

zbMATH Keywords

accounting ratiosbankruptcy prediction modelsmainstream classifiersmultinorm analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of parametric tests (62F05)

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