Variable reduction, sample selection bias and bank retail credit scoring
This paper investigates the effect of including the customer loan approval process to the estimation of loan performance and explores the influence of sample selection bias in predicting the probability of default. The bootstrap variable reduction technique is applied to reduce the variable dimensio...
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| Main Authors: | , , |
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| Format: | Default Article |
| Published: |
2010
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/15156 |
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