Promoting variable effect consistency in mixture cure model for credit scoring

DOI10.1155/2022/3112987zbMath1490.91232OpenAlexW4226027621MaRDI QIDQ2669883

Xinyan Fan, Zhiyuan Zhang, Chenlu Zheng, Song Chen, Jian-Ping Zhu

Publication date: 9 March 2022

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/3112987

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Uses Software

• ElemStatLearn
• gglasso

Cites Work

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• Two-Part Models for Analysis of Agatston Scores with Possible Proportionality Constraints
• A new mixture cure model under competing risks to score online consumer loans
• Model Selection and Estimation in Regression with Grouped Variables
• A fast unified algorithm for solving group-lasso penalize learning problems
• A selective review of group selection in high-dimensional models

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