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One of the contexts where small area estimation techniques have proved their potential is the analysis of data collected in national labour force surveys to obtain estimates for small geographical domains. Applications of small area estimation methods to data from labour force surveys have...
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File concatenation is an approach that can be used to integrate two (or more) sources of data which refer to the same target population. It consists in considering the concatenation of the two files as a unique data set. Although this approach seems to be natural in an integration procedure, it...
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A methodology is presented for clustering financial time series according to the association in the tail of their distribution. The procedure is based on the calculation of suitable pairwise conditional Spearman’s correlation coefficients extracted from the series. The performance of the...
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We focus on credit scoring methods to separate defaulter small and medium enterprises from non-defaulter ones. In this framework, a typical problem occurs because the proportion of defaulter firms is very close to zero, leading to a class imbalance problem. Moreover, a form of bias may affect...
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The problem of modeling binary responses by using cross-sectional data has been addressed with a number of satisfying solutions that draw on both parametric and nonparametric methods. However, there exist many real situations where one of the two responses (usually the most interesting for the...
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