Bayesian logistic regression models for credit scoring

Bayesian logistic regression models for credit scoring

The Bayesian approach to logistic regression modelling for credit scoring is useful when there are data quantity issues. Data quantity issues might occur when a bank is opening in a new location or there is change in the scoring procedure. Making use of prior information (available from the coeffici...

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Bibliographic Details
Main Author: Webster, Gregg
Format: Others
Language:English
Published: Rhodes University 2011
Subjects:
Bayesian statistical decision theory
Credit scoring systems
Regression analysis
Logistic regression analysis
Monte Carlo method
Markov processes
Financial institutions
Online Access:http://hdl.handle.net/10962/d1005538

Internet

http://hdl.handle.net/10962/d1005538

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