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  • Search: subject:"Classi¯cation and Regression Tree"
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Subject
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Accuracy Ratio 1 Classi¯cation and Regression Tree 1 Financial Ratio 1 Misclassification Rate 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Härdle, Wolfgang 1 Zhang, Junni L. 1
Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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SFB 649 Discussion Papers 1
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RePEc 1
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The Bayesian Additive Classification Tree Applied to Credit Risk Modelling
Zhang, Junni L.; Härdle, Wolfgang - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
We propose a new nonlinear classification method based on a Bayesian "sum-of-trees" model, the Bayesian Additive Classification Tree (BACT), which extends the Bayesian Additive Regression Tree (BART) method into the classi- fication context. Like BART, the BACT is a Bayesian nonparametric...
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