Object selection in credit scoring using covariance matrix of parameters estimations
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DOI: 10.1007/s10479-017-2417-3
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Cited by:
- Silva, Diego M.B. & Pereira, Gustavo H.A. & Magalhães, Tiago M., 2022. "A class of categorization methods for credit scoring models," European Journal of Operational Research, Elsevier, vol. 296(1), pages 323-331.
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Keywords
Cash loan; Credit scoring; Default probability; Object selection; Outliers filtering;All these keywords.
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