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 ...

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 ...

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, ...

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 ...

Backtesting of a probability of default model in the point-in-time–through-the-cycle context Mark Rubtsov Need to know We claim PD model correctness is equivalent to unbiasedness; given unbiasedness, ...

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 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.

For example, if a player is waived out of the face-off due to a violation, the model updates the prediction to the new matchup based on the real-time puck and player tracking streaming sensor data ...