A class of discrete transformation survival models with application to default probability prediction

Journal of the American Statistical Association

Volumn 107, Issue 499, 2012, Pages 990-1003

  Adam Ding, A ^a   Tian, Shaonan ^b   Yu, Yan ^b   Guo, Hui ^b  

^a NORTHEASTERN UNIVERSITY   (United States)

^b UNIVERSITY OF CINCINNATI   (United States)

Author keywords

Corporate bankruptcy prediction; Credit risk; Logistic regression; Proportional hazards; Survival analysis

Indexed keywords

EID: 84870659791     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2012.682806     Document Type: Article

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