Variable reduction, sample selection bias and bank retail credit scoring
Year of publication: |
2010
|
---|---|
Authors: | Marshall, Andrew P. ; Tang, Leilei ; Milne, Alistair |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 3, p. 501-512
|
Subject: | Kreditwürdigkeit | Credit rating | Stichprobenerhebung | Sampling | Theorie | Theory | Kreditgeschäft | Bank lending | Bank | Privatkundengeschäft | Personal banking | Schätzung | Estimation | Systematischer Fehler | Bias |
-
Sample selection bias in non-traditional lending : a copula-based approach for imbalanced data
Calabrese, Raffaella, (2024)
-
A simulation model for risk and pricing competition in the retail lending market
Kochanski, Błażej, (2021)
-
Time to assess bias in machine learning models for credit decisions
Brotcke, Liming, (2022)
- More ...
-
Marshall, Andrew P., (2009)
-
Tang, Leilei, (2014)
-
Assessing the impact of heteroskedasticity for evaluating hedge fund performance
Marshall, Andrew P., (2011)
- More ...