Enhanced decision support in credit scoring using Bayesian binary quantile regression
V. L. Miguéis, D. F. Benoit and D. Van den Poel
| Year of publication: |
2013
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|---|---|
| Authors: | Miguéis, V. L. ; Benoit, D. F. ; Van den Poel, Dirk |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 64.2013, 9, p. 1374-1383
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| Subject: | credit scoring | quantile regression | classification | Bayesian estimation | Markov Chain Monte Carlo | Markov-Kette | Markov chain | Kreditwürdigkeit | Credit rating | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Kreditrisiko | Credit risk | Regressionsanalyse | Regression analysis | Kreditgeschäft | Bank lending | Deutschland | Germany | Präferenztheorie | Theory of preferences |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009788630