Browsing Statistics and Actuarial Science by Subject "latent variable"
Now showing items 1-2 of 2
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Regression with incomplete multivariate surrogate responses for a latent covariate
(Taylor & Francis, 2020-07-29)We consider the setting in which a categorical exposure variable of interest can only be measured subject to misclassification via surrogate variables. These surrogate variables may represent the classification of an ... -
State-dependent Modeling of Default Rates
(University of Waterloo, 2021-09-29)Risk-weight function is the most popular formula for banking regulations used to calculate the amount of backup deposit that banks need to hold in order to bear extraordinary losses. The model behind the formula was ...