Bump Hunting for Risk: A New Data Mining Tool and its Applications

Computational Statistics

Volumn 16, Issue 3, 2001, Pages 373-386

  Becker, Ursula ^a   Fahrmeir, Ludwig ^a  

^a UNIVERSITY OF MUNICH   (Germany)

Author keywords

Bump Hunting; Classification; Credit scoring; Data Mining; High dimensional data; Prognostic factors; Survival analysis

Indexed keywords

EID: 0035621007     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001800100073     Document Type: Article

References (7)

1. Becker, U. (1999), Bump Hunting: A New Data Mining Tool, Ludwig-Maximilians-Universität München, Institut für Statistik, Diploma thesis.
2. Fahrmeir, L. & Hamerle, A. (1984), Multivariate statistische Verfahren. De Gruyter, Berlin.
3. Friedman, J. H. & Fisher, N. I. (1999), Bump hunting in high-dimensional data, Statistics and Computing 9 (2), 123-143.
4. Hofmann, H.-J. (1990), Die Anwendung des CART-Verfahrens zur statistischen Bonitätsanalyse von Konsumentenkrediten, Zeitschrift für Betriebswirtschaft 9B, 941-961.
5. Lee, E. T. (1992), Statistical Methods for Survival Data Analysis, John Wiley & Sons, New York.
6. Michie, D., Spiegelhalter, D. J. & Taylor, C. C. (1994), Machine Learning, Neural and Statistical Classification. Ellis Horwood Series in Artificial Intelligence, New York.
7. Szydlo et. al. (1997), Results of allogeneic bone marrow transplants for leukemia using donors other than HLA-identical siblings. Journal of Clinical Oncology 15, 1767-1777.