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Prediction of default probability by using statistical models for rare events - MaRDI portal

Prediction of default probability by using statistical models for rare events (Q6668809)

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scientific article; zbMATH DE number 7972698
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English
Prediction of default probability by using statistical models for rare events
scientific article; zbMATH DE number 7972698

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    Prediction of default probability by using statistical models for rare events (English)
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    22 January 2025
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    credit scoring
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    default probability
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    Firth method
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    imbalanced data
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    rare event
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    synthetic minority oversampling technique
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