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

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

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