Pages that link to "Item:Q5129006"

The following pages link to Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model (Q5129006):

Displaying 14 items.

• An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market (Q320966) (← links)
• The effectiveness of TARP-CPP on the US banking industry: a new copula-based approach (Q1752290) (← links)
• Spatial contagion in mortgage defaults: a spatial dynamic survival model with time and space varying coefficients (Q2023957) (← links)
• Sparse regression for extreme values (Q2074318) (← links)
• The value of text for small business default prediction: a deep learning approach (Q2239924) (← links)
• Evaluation and prediction under hierarchical and bivariate copula models for seat belt use data (Q2241473) (← links)
• A new approach to measure systemic risk: a bivariate copula model for dependent censored data (Q2315658) (← links)
• Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States (Q5056939) (← links)
• Quantification of model risk that is caused by model misspecification (Q5073380) (← links)
• Optimal cut-off for rare events and unbalanced misclassification costs (Q5128674) (← links)
• An introduction to gevistic regression mortality models (Q5228147) (← links)
• Zero-inflated generalized extreme value regression model for binary response data and application in health study (Q5887954) (← links)
• Bootstrapping binary GEV regressions for imbalanced datasets (Q6538413) (← links)
• A simulation-based study of ZIP regression with various zero-inflated submodels (Q6552968) (← links)