The Impact of Sample Bias on Consumer Credit Scoring Performance and Profitability
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References listed on IDEAS
- Desai, Vijay S. & Crook, Jonathan N. & Overstreet, George A., 1996. "A comparison of neural networks and linear scoring models in the credit union environment," European Journal of Operational Research, Elsevier, vol. 95(1), pages 24-37, November.
- D. J. Hand & W. E. Henley, 1997. "Statistical Classification Methods in Consumer Credit Scoring: a Review," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 160(3), pages 523-541.
- Thomas, L.C. & Ho, J. & Scherer, W.T., 2001. "Time will tell: Behavioural Scoring and the Dynamics of Consumer Credit Assessment," Papers 01-174, University of Southampton - Department of Accounting and Management Science.
- Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 31(3), pages 129-137.
- Baesens, Bart & Viaene, Stijn & Van den Poel, Dirk & Vanthienen, Jan & Dedene, Guido, 2002. "Bayesian neural network learning for repeat purchase modelling in direct marketing," European Journal of Operational Research, Elsevier, vol. 138(1), pages 191-211, April.
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- Verónica Balzarotti & Fernando Castelpoggi, 2009. "Credit Scoring Models: Missing Information and the Use of Data from a Credit Register," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(56), pages 95-156, October -.
- repec:pal:jorsoc:v:58:y:2007:i:10:d:10.1057_palgrave.jors.2602306 is not listed on IDEAS
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Keywordsconsumer credit scoring; sample bias; reject inference.;
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