scientific article; zbMATH DE number 7148701

zbMath1449.62235MaRDI QIDQ5207212

Luiz J. Simões de Araujo, Viviana Giampaoli, Karin Ayumi Tamura, Norma P. Caro

Publication date: 8 January 2020

Full work available at URL: http://chjs.mat.utfsm.cl/volumes/07/01/Giampaoli_etal(2016).pdf#vol7-number1-2016

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

zbMATH Keywords

predictionfinancial crisislogistic mixed model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)

Uses Software

• GAMLSS

Cites Work

• Misspecifying the shape of a random effects distribution: why getting it wrong may not matter
• New prediction method for the mixed logistic model applied in a marketing problem
• A comparison of Bayesian, hazard, and mixed logit model of bankruptcy prediction
• Prediction in Multilevel Logistic Regression
• Diagnosis of Random‐Effect Model Misspecification in Generalized Linear Mixed Models for Binary Response
• Nearest neighbor pattern classification
• Generalized Additive Models for Location, Scale and Shape
• Empirical best prediction for small area inference with binary data

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