Object selection in credit scoring using covariance matrix of parameters estimations.
Alexander A. AduenkoAnastasia MotrenkoVadim V. StrijovPublished in: Ann. Oper. Res. (2018)
Keyphrases
- covariance matrix
- credit scoring
- multivariate gaussian
- gaussian mixture
- covariance matrices
- logistic regression
- principal component analysis
- sample size
- support vector machine svm
- objective function
- geometrical interpretation
- information entropy
- credit card
- maximum likelihood estimation
- maximum likelihood
- nearest neighbor
- probability density function
- text categorization
- data mining technology
- expectation maximization
- correlation matrix
- data mining