Semiparametric Regression Models with Applications to Scoring: A Review

DOI10.1080/03610920701271186MaRDI QIDQ5438323zbMATH OpenOpenAlexFDO

Authors Valentin Patilea

Publication date 23 January 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920701271186

zbMATH Keywords

bandwidth choiceindex regressionsemiparametric models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12) Applications of statistics to economics (62P20)

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Cites work

• Adapting for the missing link
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• An Efficient Semiparametric Estimator for Binary Response Models
• Benchmarking state-of-the-art classification algorithms for credit scoring
• BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
• Credit Scoring and Its Applications
• Data-driven rate-optimal specification testing in regression models
• Dimension Reduction in Binary Response Regression
• Direct estimation of the index coefficient in a single-index model
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Endogeneity in Semiparametric Binary Response Models
• Flexible Discriminant Analysis by Optimal Scoring
• Generalized Partially Linear Single-Index Models
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• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Isotonic single-index model for high-dimensional database marketing
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Nonparametric checks for single-index models
• On projection pursuit regression
• On semiparametric \(M\)-estimation in single-index regression
• Optimal smoothing in single-index models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric methods in econometrics
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Semiparametric single index versus fixed link function modelling
• Sliced Inverse Regression for Dimension Reduction
• Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
• Theory & Methods: Special Invited Paper: Dimension Reduction and Visualization in Discriminant Analysis (with discussion)

Cited in

(2)

• OLS for 1D regression models
• Construction of insurance scoring system using regression models

Describes a project that uses

Uses Software

• Fahrmeir

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