Modelling consumer credit risk via survival analysis.
Ricardo Cao, Juan M. Vilar, Andrés Devia (2009)
SORT
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Ricardo Cao, Juan M. Vilar, Andrés Devia (2009)
SORT
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Hitzl, W., Grabner, G. (2002)
Journal of Theoretical Medicine
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Ammar Shaker, Eyke Hüllermeier (2014)
International Journal of Applied Mathematics and Computer Science
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Piotr Kulczycki, Małgorzata Charytanowicz (2010)
International Journal of Applied Mathematics and Computer Science
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The aim of this paper is to provide a gradient clustering algorithm in its complete form, suitable for direct use without requiring a deeper statistical knowledge. The values of all parameters are effectively calculated using optimizing procedures. Moreover, an illustrative analysis of the meaning of particular parameters is shown, followed by the effects resulting from possible modifications with respect to their primarily assigned optimal values. The proposed algorithm does not demand...
Nikias Sarafoglou, Arne M. Andersson, Ingvar Holmberg, Olle Ohlsson (2006)
The Yugoslav Journal of Operations Research
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Nikola Trubint, Ljubomir Ostojić, Nebojša Bojović (2006)
The Yugoslav Journal of Operations Research
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Els Goetghebeur, Tom Loeys (2003)
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Deviations from assigned treatment occur often in clinical trials. In such a setting, the traditional intent-to-treat analysis does not measure biological efficacy but rather programmatic effectiveness. For all-or-nothing compliance situation, Loeys and Goetghebeur (2003) recently proposed a Structural Proportional Hazards method. It allows for casual estimation in the complier subpopulation provided the exclusion restriction holds: randomization per se has no effect unless exposure...
Skrøvseth, Stein Olav, Godtliebsen, Fred (2011)
Computational & Mathematical Methods in Medicine
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Rafaela Dios Palomares, Antonio Ramos Millán, José Angel Roldán-Casas (2002)
Qüestiió
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This study seeks to analyse some important questions related to the Stochastic Frontier Model, such as the method proposed by Jondrow et al (1982) to separate the error term into its two components, and the measure of efficiency given by Timmer (1971). To this purpose, a Monte Carlo experiment has been carried out using the Half-Normal and Normal-Exponential specifications throughout the rank of the γ parameter. The estimation errors have been eliminated, so that the intrinsic variability...
Sowey, Eric R. (2002)
Journal of Applied Mathematics and Decision Sciences
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Montserrat Pepió Viñals, Carlos Polo Miranda (1992)
Qüestiió
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Recent developments in quality engineering methods have led to considerable interest in the analysis of variance, buiding a dispersion model, identifying important effects from replicated experiments and checking for significance by means of a half-normal plot. A methodology based on a chi-squared quantile plot is presented here for checking first the presence of heteroscedasticity, outliers and other data peculiarities, and after the estimation stage a new stepwise procedure tests for...
Eugenia Stoimenova, Plamen Mateev, Milena Dobreva (2006)
Review of the National Center for Digitization
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Maxim A. Pashkevich, Yurij S. Kharin (2004)
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The paper focuses on robust estimation and forecasting techniques for grouped binary data with misclassified responses. It is assumed that the data are described by the beta-mixed hierarchical model (the beta-binomial or the beta-logistic), while the misclassifications are caused by the stochastic additive distorsions of binary observations. For these models, the effect of ignoring the misclassifications is evaluated and expressions for the biases of the method-of-moments estimators...