Enhanced Decision Support in Credit Scoring Using Bayesian Binary Quantile Regression
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- V L Miguéis & D F Benoit & D Van den Poel, 2013. "Enhanced decision support in credit scoring using Bayesian binary quantile regression," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(9), pages 1374-1383, September.
References listed on IDEAS
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- repec:jss:jstsof:v:076:i07 is not listed on IDEAS
- Hussein Hashem & Veronica Vinciotti & Rahim Alhamzawi & Keming Yu, 2016. "Quantile regression with group lasso for classification," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 10(3), pages 375-390, September.
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More about this item
KeywordsCredit Scoring; Quantile regression; Classification; Bayesian estimation; Markov Chain Monte Carlo;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-11-03 (All new papers)
- NEP-BAN-2012-11-03 (Banking)
- NEP-FOR-2012-11-03 (Forecasting)
- NEP-RMG-2012-11-03 (Risk Management)
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