Grabit : gradient tree-boosted Tobit models for default prediction
Fabio Sigrist, Christoph Hirnschall
| Year of publication: |
2019
|
|---|---|
| Authors: | Sigrist, Fabio ; Hirnschall, Christoph |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 102.2019, p. 177-192
|
| Subject: | Bankruptcy prediction | Censored regression | Class imbalance | Classification | Credit scoring | Insolvenz | Insolvency | Kreditwürdigkeit | Credit rating | Prognoseverfahren | Forecasting model | Tobit-Modell | Tobit model | Kreditrisiko | Credit risk | Regressionsanalyse | Regression analysis | Theorie | Theory | Schätzung | Estimation | Diskriminanzanalyse | Discriminant analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2019.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012162742