Estimation and status prediction in a discrete mover-stayer model with covariate effects on stayer's probability (Q4627149)
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scientific article; zbMATH DE number 7033589
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| English | Estimation and status prediction in a discrete mover-stayer model with covariate effects on stayer's probability |
scientific article; zbMATH DE number 7033589 |
Statements
Estimation and status prediction in a discrete mover‐stayer model with covariate effects on stayer's probability (English)
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7 March 2019
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bootstrap
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covariate effects
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credit risk
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discrete-time mover-stayer model
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EM algorithm
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status classification
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prediction
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0.7897377610206604
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0.7847749590873718
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0.7838401794433594
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0.7685542702674866
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