Wosnitza, Jan Henrik; Leker, Jens - In: Physica A: Statistical Mechanics and its Applications 393 (2014) C, pp. 427-449
exhibiting LPPL structures. To this end, the credit risk prediction of two variants of logistic regression, i.e. polynomial … logistic regression (PLR) and kernel logistic regression (KLR), are firstly compared to the standard logistic regression (SLR …