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Beta Regression: A regression model tailored for response variables bounded between 0 and 1, utilising the beta distribution to capture the underlying variability.
A framework for modeling systematic risk in loss given default in the context of credit portfolio losses is described in this paper. The class of models is very flexible and accommodates skewness and ...
A parametric regression model based on the proposed distribution is introduced and the goodness-of-fit results are compared with that of Beta regression model. Journal Information Sankhya, the Indian ...