Construction of rating systems using global sensitivity analysis: a numerical investigation (Q6494321)

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scientific article; zbMATH DE number 7839989
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Construction of rating systems using global sensitivity analysis: a numerical investigation
scientific article; zbMATH DE number 7839989

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    Construction of rating systems using global sensitivity analysis: a numerical investigation (English)
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    30 April 2024
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    quantile regression
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    Shapley effects
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    heterogeneity measures
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    model interpretability
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