A Discrete Variable Chain Graph for Applicants for Credit

DOI10.1111/1467-9876.00152zbMath0923.62112OpenAlexW2157957477MaRDI QIDQ4237992

Kevin J. McConway, Elena Stanghellini, David J. Hand

Publication date: 31 October 1999

Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9876.00152

zbMATH Keywords

chain graphsfinancecredit scoringconditional independence models

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of graph theory (05C90)

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Behavioural models of credit card usage

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