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Browsing by Author "Müller, Marlene"
Now showing items 1-12 of 12
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2002-08-15BuchAssessing the Discriminatory Power of Credit Scores Kraft, Holger; Kroisandt, Gerald; Müller, MarleneWe discuss how to assess the performance for credit scores under the assumption that for credit data only a part of the defaults and nondefaults is observed. The paper introduces a criterion that is based on the difference ...
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1997-06-12BuchComputer-assisted Generalized Partial Linear Models Müller, MarleneA particular semiparametric model of interest is the generalized partial linear model (GPLM) which allows a nonparametric modeling of the influence of the continuous covariables. The paper reviews different estimation ...
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1999-11-10BuchCredit Scoring using Semiparametric Methods Müller, Marlene; Rönz, Bernd
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2002-10-17BuchExploring Credit Data Müller, Marlene; Härdle, Wolfgang KarlCredit scoring methods aim to assess the default risk of a potential borrower. This involves typically the calculation of a credit score and the estimation of the probability of default. One of the standard approaches is ...
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2005-09-29BuchGeneralized Partial Linear Models Müller, Marlene
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1997-03-11BuchMultivariate and Semiparametric Kernel Regression Härdle, Wolfgang Karl; Müller, MarleneThe paper gives an introduction to theory and application of multivariate and semiparametric kernel smoothing. Multivariate nonparametric density estimation is an often used pilot tool for examining the structure of data. ...
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2002-04-26BuchNonparametric Estimators of GARCH Processes Franke, Jürgen; Holzberger, Harriet; Müller, Marlene
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1997-10-07BuchSemiparametric Analysis of German East-West Migration Intentions Facts and TheoryBurda, Michael; Härdle, Wolfgang Karl; Müller, Marlene; Werwatz, AxelEast-West migration in Germany peaked at the beginning of the 90s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyze the propensity to migrate using microdata from ...
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1998-01-14BuchTeaching Statistics with XploRe Müller, Marlene
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1999-02-12BuchTesting the Multinomial Logit Model Bartels, Knut; Boztuğ, Yasemin; Müller, Marlene
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1997-06-02BuchThe Efficiency of Bias-Corrected Estimators for Nonparametric Kernel Estimation Based on Local Estimating Equations Kauermann, Göran; Müller, Marlene; Carroll, Raymond J.Stuetzle and Mittal (1979) for ordinary nonparametric kernel regression and Kauermann and Tutz (1996) for nonparametric generalized linear model kernel regression constructed estimators with lower order bias than the usual ...
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2005-09-23BuchThe Multimedia Project MM*STAT for TeachingStatistics Rönz, Bernd; Müller, Marlene; Ziegenhagen, Uwe