Using Non-parametric Count Model for Credit Scoring

Author:

Mestiri SamiORCID,Farhat Abdeljelil

Publisher

Springer Science and Business Media LLC

Reference17 articles.

1. Cameron, A.C., and P.K. Trivedi. 1997. Regression Analysis of Count Data, Econometric Society Monograph n 30. Cambridge: Cambridge University Press.

2. Cox, D.R. 1983. Some Remarks on Overdispersion. Biometrika 70: 269–274.

3. Dionne, G., Artis, M., Guillen M. 1996. Count data models for a credit scoring system. Journal of Empirical Finance.

4. Fan, J. 1992. Design-Adaptive Nonparametric Regression. Journal of the American Statistical Association 87: 998–1004.

5. Greene, W.H. 2011. Econometric Analysis, 7th ed. Prentice Hall: Upper Saddle River.

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