Default probability estimation via pair copula constructions.

Luciana Dalla Valle Maria Elena De Giuli Claudia Tarantola Claudio Manelli

Published in: Eur. J. Oper. Res. (2016)

Keyphrases

probability estimation
decision trees
naive bayes
multi class classification
pairwise
classification trees
roc curve
receiver operating characteristic
gaussian processes
machine learning
information retrieval
feature selection
reinforcement learning