Prediction of default probability by using statistical models for rare events

DOI10.1111/RSSA.12467MaRDI QIDQ6668809zbMATH OpenFDO

Authors E. O. Ogundimu

Publication date 22 January 2025

Published in Journal of the Royal Statistical Society. Series A. Statistics in Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/RSSA.12467

zbMATH Keywords

credit scoringdefault probabilityFirth methodimbalanced datarare eventsynthetic minority oversampling technique

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cited in

(2)

• On Lasso and adaptive Lasso for non-random sample in credit scoring
• High-Dimensional Propensity Score and Its Machine Learning Extensions in Residual Confounding Control

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