Search Results - "Allison, James Samuel"

A Proposed Simulation Technique for Population Stability Testing in Credit Risk Scorecards by du Pisanie, Johan, Allison, James Samuel, Visagie, Jaco

“…Credit risk scorecards are logistic regression models, fitted to large and complex data sets, employed by the financial industry to model the probability of…”
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Introducing Two Parsimonious Standard Power Mixture Models for Bimodal Proportional Data with Application to Loss Given Default by Larney, Janette, Grobler, Gerrit Lodewicus, Allison, James Samuel

“…The need to model proportional data is common in a range of disciplines however, due to its bimodal nature, U- or J-shaped data present a particular challenge…”
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Modelling the Time to Write-Off of Non-Performing Loans Using a Promotion Time Cure Model with Parametric Frailty by Larney, Janette, Allison, James Samuel, Grobler, Gerrit Lodewicus, Smuts, Marius

“…Modelling the outcome after loan default is receiving increasing attention, and survival analysis is particularly suitable for this purpose due to the likely…”
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Testing for the Rayleigh Distribution: A New Test with Comparisons to Tests for Exponentiality Based on Transformed Data by Grobler, Gerrit, Bothma, Elzanie, Allison, James

“…We propose a new goodness-of-fit test for the Rayleigh distribution which is based on a distributional fixed-point property of the Stein characterization. The…”
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On a new goodness-of-fit test for the Rayleigh distribution based on a conditional expectation characterization by Liebenberg, Shawn Carl, Ngatchou-Wandji, Joseph, Allison, James Samuel

“…We propose and study new goodness-of-fit tests for the Rayleigh distribution based on a characterization involving a conditional expectation. The asymptotic…”
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Characteristic function and Laplace transform‐based tests for exponentiality in the presence of random right censoring by Bothma, Elzanie, Allison, James Samuel, Cockeran, Marike, Visagie, Izak Jakobus Henning

“…In this paper, the composite hypothesis that lifetimes follow an exponential distribution is tested based on observed randomly right censored data. Testing…”
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