Nonparametric Quantile Regression‐Based Classifiers for Bankruptcy Forecasting
From MaRDI portal
Publication:4687494
DOI10.1002/for.2280zbMath1397.62554OpenAlexW1594420713WikidataQ57896055 ScholiaQ57896055MaRDI QIDQ4687494
Javier De Andrés, Manuel Landajo, Pedro Lorca
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
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of parametric tests (62F05)