A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction
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Publication:4648541
DOI10.1080/01621459.2012.682806zbMath1395.62354MaRDI QIDQ4648541
A. Adam Ding, Yan Yu, Shaonan Tian, Hui Guo
Publication date: 9 November 2012
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.682806
survival analysis; proportional hazards; logistic regression; credit risk; corporate bankruptcy prediction
62P20: Applications of statistics to economics
62J12: Generalized linear models (logistic models)
62N05: Reliability and life testing
91G40: Credit risk
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