Owning our 2012 Tesla Model S sometimes feels like possessing an Apple iPad that just happens to also be an electric car, thanks to fairly frequent software updates. The best part is: We don’t have to ...
The Annals of Statistics, Vol. 46, No. 5 (October 2018), pp. 2479-2510 (32 pages) This paper investigates a class of goodness-of-fit tests for fitting an error ...
Numerical and asymptotic stochastic partitioning of goodness-of-fit statistics are considered for a broad class of simultaneous multivariate categorical response models. These simultaneous models ...
Discrete choice models of the probability of default (PD) have several applications in finance. In some applications, such as credit scoring, their value is in ranking applicants or customers by PD.