The mixed linear models are frequently used in the studies of research in medicine and social science. In this article, we presented the method of robust maximum likelihood for estimating the parameters of these models. Since this method is sensitive to outliers observations, we concentrated on...

The aim of this paper is to compare the forecasting financial distress models named the logistic mixed scoring and the semi parametric logistic scoring. Altman scoring variables are used to predict financial situation of Tunisian firms. First, the mixed logistic scoring is applied in order to...

This paper explores the capacity of Geometric Brownian Motion (GBM) and Prophet model to predict stock market returns during coronavirus outbreak. To the best of our knowledge this is the first research that compares GBM and prophet model in order to forcast stock market volatility especially...

The purpose of this paper is to apply count data models to predict the number of times a credit applicant will not pay the amount awarded to repay the credit. Poisson models and negative binomial distribution models, taking into account the observed heterogeneity, are generally used in...

In fitting parametric or nonparametric regression models, one or a few observations may have undue effects on estimators. These influential observations are precisely detected by the well-known influence measure, Cook's distance. In this paper, we introduce a type of Cook's distance for one or a...