Statistical techniques in credit scoring
The credit industry requires continued development and application of new statistical methodology that can improve aspects of the business. The first part of the thesis suggests a new diagnostic, derived from Kalman filtering, to assess model performance. It allows systematic updating of tracked sta...
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Lancaster University
2005
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.443518 |