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High-dimensional censored MIDAS logistic regression for corporate survival forecasting

This story is from 2026-09-07. It is preserved in the archive; the latest stories are on the live feed.

arXiv:2502.09740v3 Announce Type: replace-cross Abstract: This paper addresses the challenge of forecasting corporate distress, a problem marked by three key statistical hurdles: (i) right censoring, (ii) high-dimensional predictors, and (iii) mixed-frequency data. To overcome these complexities, w…

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  1. 2026-09-07 04:00 · arXiv stat.ML
    High-dimensional censored MIDAS logistic regression for corporate survival forecasting

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