As an example, the proposed model, benchmarked with the rating transition model based on the Merton model, is used to estimate the probability of default term structure for a commercial portfolio, ...

Properties of P-P and Q-Q probability plots for visually assessing the fit of probability models are reviewed. It is shown how to construct families of curves for standardized P-P plots, which are ...

Information generated by the house-selling probability model could provide the seller with recommendations on what can be done -- reducing the asking price or remodeling, for example -- to ...

You construct a generalized linear model by deciding on response and explanatory variables for your data and choosing an appropriate link function and response probability distribution. Some examples ...

The measure is in the same spirit as Achen's (1982) "level importance" measure for linear models and thus fills an important gap in logit regression analysis. We show, on the basis of simulations and ...

The group elected to use a Markov model, which incorporates pseudo-randomly changing parameters in the modeling system, one example being the SARS-CoV-2 reproduction number.