Article : texte imprimé

Bound and collapse Bayesian reject inference for credit scoring

G. G. Chen, Auteur ; T. Åstebro, Auteur |

Dans Journal of the operational research society (JORS) (Vol. 63 N° 10, Octobre 2012)

Reject inference is a method for inferring how a rejected credit applicant would have behaved had credit been granted. Credit-quality data on rejected applicants are usually missing not at random (MNAR). In order to infer credit-quality data MNA[...]

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