Spatial survival modelling of business re-opening after Katrina: Survival modelling compared to spatial probit modelling of re-opening within 3, 6 or 12 months
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DOI: 10.1177/1471082x20967158
Abstract: Zhou and Hanson; Zhou and Hanson; Zhou and Hanson (2015, Nonparametric Bayesian Inference in Biostatistics, pages 215–46. Cham: Springer; 2018, Journal of the American Statistical Association, 113, 571–81; 2020, spBayesSurv: Bayesian Modeling and Analysis of… read more here.
Keywords: spatial probit; survival; survival modelling; spatial survival ... See more keywords
Evaluating borrowers’ default risk with a spatial probit model reflecting the distance in their relational network
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DOI: 10.1371/journal.pone.0261737
Abstract: Potential relationship among loan applicants can provide valuable information for evaluating default risk. However, most of the existing credit scoring models either ignore this relationship or consider a simple connection information. This study assesses the… read more here.
Keywords: spatial probit; probit model; information; default risk ... See more keywords