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stat.ME2023
A Linear Errors-in-Variables Model with Unknown Heteroscedastic Measurement Errors
Linh H. Nghiem, Cornelis J. Potgieter
In the classic measurement error framework, covariates are contaminated by independent additive noise. This paper considers parameter estimation in such a linear errors-in-variable…
stat.AP2023
The Population Resemblance Statistic: A Chi-Square Measure of Fit for Banking
Nelis Potgieter, Corli van Zyl, WD Schutte +1
The Population Stability Index (PSI) is a widely used measure in credit risk modeling and monitoring within the banking industry. Its purpose is to monitor for changes in the popul…