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R robustified additive nonparametric regression

Tamine, Julien; Härdle, Wolfgang; Yang, Lijian - 2002

asymptotic distribution, we also obtain robustness results for our estimator. All of our results are valid for a broad class of ß …

Persistent link: https://www.econbiz.de/10010310510

R robustified additive nonparametric regression

Tamine, Julien; Härdle, Wolfgang; Yang, Lijian - Sonderforschungsbereich 373, Quantifikation und … - 2002

asymptotic distribution, we also obtain robustness results for our estimator. All of our results are valid for a broad class of ß …

Persistent link: https://www.econbiz.de/10010983510

Support vector machines with evolutionary feature selection for default prediction

Härdle, Wolfgang Karl; Prastyo, Dedy Dwi; Hafner, Christian - 2012

banks in order to measure their client's degree of risk, and for firms to operate successfully. The SVM with evolutionary … and probit models as benchmark On overall, GA-SVM is outperforms compared to the benchmark models in both training and …

Persistent link: https://www.econbiz.de/10010318756

Forecasting corporate distress in the Asian and Pacific region

Moro, Russ; Härdle, Wolfgang Karl; Aliakbari, Saeideh; … - 2011

Support Vector Machine (SVM) and a logistic regression (Logit). Among different financial ratios suggested as predictors of … accuracy the SVM has a lower model risk than the Logit on average and displays a more robust performance. This result holds …

Persistent link: https://www.econbiz.de/10010281539