The analysis of outlying data points by robust locally weighted scatter plot smooth: a model for the identification of problem banks

DOI10.1504/IJOR.2010.029514zbMath1177.62121MaRDI QIDQ1042698

David E. Booth, Randall K. Kimmel, Stephane Elise Booth

Publication date: 7 December 2009

Published in: International Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

robust regression; bank failures; early warning systems; local regression smoothing; LOESS

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62P05: Applications of statistics to actuarial sciences and financial mathematics

90B18: Communication networks in operations research

68U99: Computing methodologies and applications

62P99: Applications of statistics

Uses Software

• SPSS