Sample selection bias in credit scoring models

Journal of the Operational Research Society

Volumn 54, Issue 8, 2003, Pages 822-832

  Banasik, J ^a   Crook, J ^a   Thomas, L ^b  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Credit scoring; Reject inference; Sample selection

Indexed keywords

COMPUTER SIMULATION; EXTRAPOLATION; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY;

BIVARIATE PROBIT MODEL; CREDIT SCORING MODEL;

OPERATIONS RESEARCH;

EID: 0043246002     PISSN: 01605682     EISSN: None     Source Type: Journal    
DOI: 10.1057/palgrave.jors.2601578     Document Type: Article

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