Nonparametric Quantile Regression‐Based Classifiers for Bankruptcy Forecasting

DOI10.1002/FOR.2280MaRDI QIDQ4687494zbMATH OpenOpenAlexWikidataFDO

Authors Pedro Lorca, Manuel Landajo, Javier De Andrés

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

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

Recommendations

• scientific article; zbMATH DE number 5572924
• Predicting bankruptcy using the discrete-time semiparametric hazard model
• Bankruptcy prediction: A comparison of some statistical and machine learning techniques
• Bankruptcy prediction by generalized additive models
• A nonparametric approach for quantile regression
• Quantile regression: A nonparametric approach

Cited in

(3)

• scientific article; zbMATH DE number 5572924 (Why is no real title available?)
• Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case
• Quantile regression for robust bank efficiency score estimation

This page was built for publication: Nonparametric Quantile Regression‐Based Classifiers for Bankruptcy Forecasting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4687494)