Sample selection bias in non-traditional lending: A copula-based approach for imbalanced data

Author:

Calabrese RaffaellaORCID,Osmetti Silvia Angela,Zanin LucaORCID

Funder

Economic and Social Research Council

Publisher

Elsevier BV

Reference51 articles.

1. Credit scoring and its applications;Thomas,2017

2. Sample selection bias in credit scoring models;Banasik;J Oper Res Soc,2003

3. Reject inference, augmentation and sample selection;Banasik;European J Oper Res,2007

4. Reject inference in survival analysis by augmentation;Banasik;J Oper Res Soc,2010

5. Does reject inference really improve the performance of application scoring models?;Crook;J Bank Finance,2004

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