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

DOI10.1111/J.1467-9876.2005.00520.XzbMATH Open1490.62330OpenAlexW1974419799MaRDI QIDQ5757802FDOQ5757802

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

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Mathematics Subject Classification ID

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

Cites Work

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

Cited In (4)

• Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
• Quantile regression for modelling distributions of profit and loss
• Predicting the amount individuals withdraw at cash machines using a random effects multinomial model
• Quantile composite-based path modeling

Uses Software

• ElemStatLearn

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