HETEROSCEDASTIC DISCRIMINANT ANALYSIS COMBINED WITH FEATURE SELECTION FOR CREDIT SCORING

Katarzyna Stąpor (), Tomasz Smolarczyk () and Piotr Fabian ()
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Katarzyna Stąpor: Institute of Computer Science, Silesian University of Technology, Gliwice, Poland.
Tomasz Smolarczyk: Institute of Computer Science, Silesian University of Technology, Gliwice, Poland.
Piotr Fabian: Institute of Computer Science, Silesian University of Technology, Gliwice, Poland.

Statistics in Transition New Series, 2016, vol. 17, issue 2, 265-280

Abstract: Credit granting is a fundamental question and one of the most complex tasks that every credit institution is faced with....

Keywords: heteroscedastic discriminant analysis; feature subset selection; variable importance; credit scoring model (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:17:y:2016:i:2:p:265-280

DOI: 10.21307/stattrans-2016-018

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