Méthodes de scoring non-paramétriques
Revue de Statistique Appliquée, Volume 54 (2006) no. 1, p. 5-26
@article{RSA_2006__54_1_5_0,
     author = {Merbouha, A. and Mkhadri, A.},
     title = {M\'ethodes de scoring non-param\'etriques},
     journal = {Revue de Statistique Appliqu\'ee},
     publisher = {Soci\'et\'e fran\c caise de statistique},
     volume = {54},
     number = {1},
     year = {2006},
     pages = {5-26},
     language = {fr},
     url = {http://www.numdam.org/item/RSA_2006__54_1_5_0}
}
Merbouha, A.; Mkhadri, A. Méthodes de scoring non-paramétriques. Revue de Statistique Appliquée, Volume 54 (2006) no. 1, pp. 5-26. http://www.numdam.org/item/RSA_2006__54_1_5_0/

Arminger G., Enache D. et Bonne T. ( 1997), Analyzing credit risk data : A comparison of logistic discrimination, classification tree analysis, and feedforward networks, Computational Statistics, Special issue : 10 Years AG GLM, 12, 293-310. | Zbl 0936.62115

Asparoukhov O. et Danchev S. ( 1997), Discrimination and classification in the presence of binary variables, Biocybernetics and Biomedical Engineering 17, (1-2) : 25-39.

Asparoukhov O. et Krzanowski W. J. ( 2000), Non-parametric smoothing of the location model in mixed variable discrimination, Statistics and Computing, 10, 283-297.

Bardos M. ( 2001), Analyse discriminante, application au risque et scoring financier, Dunod.

Bar-Hen A. et Daudin D. ( 1995), Generalization of the Mahalanobis distance in mixed case, Journal of Multivariate Analysis, 52, 332-342. | MR 1336061 | Zbl 0820.62058

Besse Ph., Le Gall C., Raimbault N. et Sarpy S. ( 2001), Data mining et statistique (avec discussion), Journal de la SFdS, Vol. 142, n° 1, 5-35.

Buttrey S. E. ( 1998), Nearest-neighbor classification with categorical variables, Comput. Stat. & Data Analysis, 28, 157-169. | Zbl 1042.62563

Carlier A. ( 1994), Méthodes exploratoires. In «Analyse discriminante sur variables qualitatives», Eds. G. Celeux et J.P. Nakache, Polytechnica, Paris.

Celeux G. et Nakache J. P. ( 1994), Analyse discriminante sur variables qualitatives, Polytechnica, Paris.

Celeux G. ( 2003), Analyse discriminante. Ch. 7 in «Analyse des données», Ed. G. Govaert, Hermès, Paris.

Cuadras C. M. ( 1989), Distance analysis in discrimination and classification using both continous and categorical variables, In Statistical data analysis and inference, Ed. Y. Dodge, Amsterdam : North Holland, 459-473. | MR 1089656 | Zbl 0735.62060

Cuadras C. M. et Fortiana J. ( 1997), Probability densities from distances and discrimination, Statistics & Probabilty Letters, 33, Issue 4, 405-411. | MR 1458011 | Zbl 0899.62076

Fix E. et Hodges J. ( 1951), Discriminatory analysis-nonparametric discrimination : consistency properties, Technical Report 21-49004, 4, US Air Force, School of Aviation Medecine, Randolph Field, Texas.

Friedman J. H. et Meulman J. J. ( 2002), Clustering objects on subsets of attributes, Préprint. | MR 2102467 | Zbl 1060.62064

Gower J. C. ( 1971), A general coefficient of similarity and some of its properties, Biometrics, 7, 857 - 871.

Hall P. ( 1981), Optimal near-neighbour estimator for use in discriminant analysis, Biometrica, 68, 572-575. | MR 626421 | Zbl 0477.62024

Hand D. J. ( 2001), Modelling consumer credit risk, IMA Journal of Management Mathematics, 12, 139-155. | Zbl 1001.91061

Hand D. J. et Henley W. E. ( 1997), Statistical classification methods in consumer credit scoring : a review, J. Roy. Statist. Soc., Series A, 160, 523-541.

Henley W. E. et Hand D. J. ( 1996), A k-nearest neighbor classifier for assessing consumer credit risk, Statistician, 45, 77-95.

Holmes C. C. et Adams N. M. ( 2002, A probabilistic nearest-neighbor method for statistical pattern recognition, J. Roy. Statist. Soc., B 64, 295-306. | MR 1904706 | Zbl 1059.62065

Komroád, K. ( 2003), On credit scoring estimation, Master thesis, Homboldt Universität Berlin.

Krzanowski W.J. ( 1975), Discrimination and classification using both binary and continuous variables, Journal of the American Statistical Association, 70, 782-790. | Zbl 0322.62075

Krzanowski W. J. ( 1993), The location model for mixtures of categorical and continuous variables, Journal of Classification, 10, 25-49. | Zbl 0775.62153

Matusita K. ( 1956), Decision rule, based on the distance, for the classification problem, Annals of Mathematical Statistics, 8, 67-77. | MR 86447 | Zbl 0073.14903

Mclachlan G. J. ( 1992), Discriminant analysis and statistical pattern recognition, New York : Wiley. | MR 1190469 | Zbl 0850.62481

Mkhadri ( 1991), Discrimination binaire non-paramétrique : méthodes d'estimation du paramètre de lissage, Revue de Statistique Appliquée, 39, n° 3, 37-55. | Numdam | MR 1145958 | Zbl 0972.62510

Muller M. et Rönz B. ( 1999), Semiparametric Credit scoring, In «Measuring risk in complex statistical Systems», J. Franke, W. Hardie, G. Stahl (eds.), Springer Verlag.

Müller M. et Härdle W. ( 2002), Exploring credit data. In «Credit riskmeasurement, evaluation and managementg», G. Bol, G. Nakhaeizadeh, S.T. Rachev, T. Ridder, K.-H. Vollmer, (eds.), Proceedings Ökonometrie-Workshop 2002: Kreditrisiko - Messung, Bewertung und Management, University of Karlsruhe, Physica-Verlag.

Nakache J.-P., Lorente P., Benzecri J. P. et Chastang J. F. ( 1977), Aspects pronostiques et thérapeutiques de l'infarctus myocardique aigu compliqué d'une défaillance sévère de la pompe cardiaque, Application des méthodes de discrimination, Cahiers d'Anal, des Données, II n° 4, 415-434.

Rao C. R. ( 1982), Diversity and dissimilarity coefficients : a unified approach, Theoretical Population Biology, 21, 24-43. | MR 662520 | Zbl 0516.92021

Ripley B. ( 1996), Pattern recognition and neural network, Cambridge University Press, Cambridge. | MR 1438788 | Zbl 0853.62046

Saporta G. ( 1977), Une méthode et un programme d'analyse discriminante sur variables qualitatives. In «Analyse des données et informatique», Ed. E. Diday, INRIA, pp. 201-210.