-
Updated
Aug 27, 2021 - Python
#
censored-regression
Here are 3 public repositories matching this topic...
Regression Models for predicting Loss Given Default (LGD) by accounting for the limits of the LGD variable, typically 0% to 100%. In a default scenario, The models predict the expected loss for a loan, where the response variable (LGD) is bounded by total recovery (0) and total loss (1).
regression-models latent-variable-models maximum-likelihood-estimation loss credit-risk truncated-distribution tobit-regression censored-regression loss-given-default
-
Updated
Oct 7, 2025 - Jupyter Notebook
This repository contains the R codes used for the simulation analyses in the manuscript titled "Censored Panel Quantile Regression with Fixed Effects via an Asymmetric Link Function" by Fulden Komuryakan & Selahattin Guris.
simulation generalized-linear-models panel-data generalized-additive-models censored-quantile-regression censored-regression
-
Updated
Sep 25, 2024 - R
Improve this page
Add a description, image, and links to the censored-regression topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the censored-regression topic, visit your repo's landing page and select "manage topics."