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Low default credit scoring using two-class non-parametric kernel density estimation

Author: Rademeyer, E ; Van der Walt, Christiaan M ; De Waal, A Date: Dec 2016 This paper investigates the performance of two-class classification credit scoring data sets with low default ratios. The standard two-class parametric Gaussian and non-parametric Parzen classifiers are extended, using Bayes’ rule, to include ... Read more

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Browsing by Subject "Credit scoring"

Browsing by Subject "Credit scoring"

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