The Neglog Transformation and Quantile Regression for the Analysis of a Large Credit Scoring Database

DOI10.1111/J.1467-9876.2005.00520.XMaRDI QIDQ5757802zbMATH OpenOpenAlexFDO

Authors Joe Whittaker, Chris Whitehead, Mark Somers

Publication date 7 September 2007

Published in Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9876.2005.00520.x

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• A new family of power transformations to improve normality or symmetry
• The elements of statistical learning. Data mining, inference, and prediction

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(5)

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• Transform

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Uses Software

• ElemStatLearn

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