Object selection in credit scoring using covariance matrix of parameters estimations

DOI10.1007/s10479-017-2417-3zbMath1404.91261OpenAlexW2586735570WikidataQ59243793 ScholiaQ59243793MaRDI QIDQ1703531

Anastasia P. Motrenko, Vadim V. Strijov, Alexander A. Aduenko

Publication date: 2 March 2018

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-017-2417-3

zbMATH Keywords

credit scoringdefault probabilitycash loanobject selectionoutliers filtering

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Credit risk (91G40)

Related Items

A class of categorization methods for credit scoring models

Uses Software

• UCI-ml
• Stata
• aplore3
• glm
• PRMLT

Cites Work

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