Diese Arbeit untersucht die Anwendung von Support Vektor Machines (SVMs) zur Vorhersage der Insolvenz von deutschen Unternehmen. Die Vorhersage basiert auf 24 finanziellen Kennzahlen, die in vier Kategorien unterteilt sind: Profitabilität, Fremdfinanzierung, Liquidität und Aktivität. SVMs...

It is well known that the bridge regression (with tuning parameter less or equal to 1) gives asymptotically unbiased estimates of the nonzero regression parameters while shrinking smaller regression parameters to zero to achieve variable selection. Despite advances in the last several decades in...

In case–control studies of gene-environment association with disease, when genetic and environmental exposures can be assumed to be independent in the underlying population, one may exploit the independence in order to derive more efficient estimation techniques than the traditional logistic...

To develop and validate a general method (called regression risk analysis) to estimate adjusted risk measures from logistic and other nonlinear multiple regression models. We show how to estimate standard errors for these estimates. These measures could supplant various approximations (e.g.,...

Magistro baigiamajame darbe atliktas Lietuvos SVV įmonių sėkmės veiksnių vertinimas ir suformuotas Lietuvos SVV sėkmę lemiančių veiksnių rinkinys. Pirmoje darbo dalyje apibrėžta SVV įmonės sąvoka, išanalizuota verslo sėkmės samprata, susisteminta literatūra verslo įmonės...

This study examines the effectiveness of going-concern prediction models by comparing models that incorporate corporate governance variables with models based solely on financial ratios. The aim was to compare the predictive power of going-concern models that combine corporate governance...

This study analyzes the recent transformations in the consumption profile of audiovisual media services, transformations mainly marked by the intensive use of the internet. Such a phenomenon has reconfigured the strategies adopted by providers of traditional linear audiovisual media services, in...

While model selection is viewed as a fundamental task in data analysis, it imposesconsiderable effects on the subsequent inference. In applied statistics, it is common tocarry out a data-driven approach in model selection and draw inference conditional on theselected model, as if it is given a...

A multiple-sample semiparametric density ratio model, which is equivalent to a generalized logistic regression model, can be constructedby multiplicative exponential distortions of a reference distribution. Distortion functions are assumed to be nonnegative and of a known finite-dimensional...

This thesis focuses on two statistical problems related to credit scoring. In credit scoring of individuals, two classes are distinguished, namely low and high risk individuals (the so-called "good" and "bad" risk classes). Firstly, we suggest a measure which may be used to study the nature of a...