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...

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...

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...

The paper uses two approaches, semi-parametric logistic regression model and artificial neural networks, to predict bankruptcy of Tunisian companies. A sample of 528 Tunisian firms for the period (1999-2006), was used to investigate the performance of these two approaches. The empirical results...

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...