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Volumn 17, Issue 1, 2001, Pages 69-81

Bayesian data mining, with application to benchmarking and credit scoring

Author keywords

[No Author keywords available]

Indexed keywords

BENCHMARKING; COMPUTATIONAL METHODS; DATA MINING; FINANCIAL DATA PROCESSING; MATHEMATICAL MODELS; MONTE CARLO METHODS;

EID: 0035281338     PISSN: 15241904     EISSN: None     Source Type: Journal    
DOI: 10.1002/asmb.425     Document Type: Article
Times cited : (38)

References (14)
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  • 2
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    • Investments Analysis and Management
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    • Francis, JC1
  • 3
    • 0040453788 scopus 로고    scopus 로고
    • Statistical classification methods in consumer credit scoring: a review
    • 3 Hand DJ, Henley WE. Statistical classification methods in consumer credit scoring: a review. Journal of The Royal Statistical Association A 1997 ; 160: 523–541.
    • (1997) Journal of The Royal Statistical Association A , vol.160 , pp. 523-541
    • Hand, DJ1    Henley, WE2
  • 5
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    • Multivariate statistische Verfahren
    • 5 Fahrmeir L, Hamerle A. Multivariate statistische Verfahren. De Gruyter: Berlin, 1984.
    • (1984)
    • Fahrmeir, L1    Hamerle, A2
  • 6
    • 0001099335 scopus 로고    scopus 로고
    • Decomposable graphical Gaussian model determination
    • 6 Giudici P, Green PJ. Decomposable graphical Gaussian model determination. Biometrika 1999 ; 86: 785–801.
    • (1999) Biometrika , vol.86 , pp. 785-801
    • Giudici, P1    Green, PJ2
  • 7
    • 0007196525 scopus 로고    scopus 로고
    • Efficient model determination for discrete graphical models
    • 7 Giudici P, Green PJ, Tarantola C. Efficient model determination for discrete graphical models. Technical Report, Athens University of Economics and Business.
    • Giudici, P1    Green, PJ2    Tarantola, C3
  • 8
    • 0003888724 scopus 로고
    • Graphical Models in Applied Multivariate Statistics
    • 8 Whittaker J. Graphical Models in Applied Multivariate Statistics. Wiley: New York, 1990.
    • (1990)
    • Whittaker, J1
  • 9
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    • Graphical Models
    • 9 Lauritzen SL. Graphical Models. Oxford University Press: Oxford, 1996.
    • (1996)
    • Lauritzen, SL1
  • 10
    • 0346205399 scopus 로고    scopus 로고
    • Markov chain Monte Carlo method and its application
    • 10 Brooks SP. Markov chain Monte Carlo method and its application. The Statistician 1998 ; 47: 69–100.
    • (1998) The Statistician , vol.47 , pp. 69-100
    • Brooks, SP1
  • 11
    • 77956889087 scopus 로고
    • Reversible jump MCMC computation and Bayesian model determination
    • 11 Green PJ. Reversible jump MCMC computation and Bayesian model determination. Biometrika 1995 ; 82: 711–732.
    • (1995) Biometrika , vol.82 , pp. 711-732
    • Green, PJ1
  • 13
    • 21344482755 scopus 로고
    • Hyper Markov laws in the statistical analysis of decomposable graphical models
    • 13 Dawid AP, Lauritzen SL. Hyper Markov laws in the statistical analysis of decomposable graphical models. Annals of Statistics 1993 ; 21: 1272–1317.
    • (1993) Annals of Statistics , vol.21 , pp. 1272-1317
    • Dawid, AP1    Lauritzen, SL2
  • 14
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    • Model selection and accounting for model uncertainty in graphical models using Occam's window
    • 14 Madigan D, Raftery AE. Model selection and accounting for model uncertainty in graphical models using Occam's window. Journal of The American Statistical Association 1994 ; 89: 1535–1546.
    • (1994) Journal of The American Statistical Association , vol.89 , pp. 1535-1546
    • Madigan, D1    Raftery, AE2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.