Estimating bank default with generalised extreme value regression models.
Raffaella CalabresePaolo GiudiciPublished in: J. Oper. Res. Soc. (2015)
Keyphrases
- extreme values
- regression model
- target variable
- regression methods
- model selection
- linear model
- generalized linear models
- explanatory variables
- regression analysis
- linear regression model
- multivariate regression
- generalized linear
- regression method
- support vector regression
- independent variables
- multiple linear regression
- prediction model
- regression trees
- statistically significant
- bayesian networks