Gongyue Chen

University of Waterloo - Department of Management Sciences

Waterloo, Ontario N2L 3G1

Canada

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 33,205

SSRN RANKINGS

Top 33,205

in Total Papers Downloads

1,348

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

A Maximum Likelihood Approach for Reject Inference in Credit Scoring

Rotman School of Management Working Paper No. 07-05
Number of pages: 33 Posted: 29 Dec 2005 Last Revised: 03 Mar 2013
Gongyue Chen and Thomas B. Astebro
University of Waterloo - Department of Management Sciences and HEC Paris - Economics and Decision Sciences
Downloads 727 (33,943)
Citation 1

Abstract:

Loading...

reject inference, missing data not at random, maximum likelihood, credit scoring

2.

Bound and Collapse Bayesian Reject Inference for Credit Scoring

Number of pages: 33 Posted: 22 Aug 2004 Last Revised: 03 Mar 2013
Gongyue Chen and Thomas B. Astebro
University of Waterloo - Department of Management Sciences and HEC Paris - Economics and Decision Sciences
Downloads 317 (94,948)

Abstract:

Loading...

Credit scoring, reject inference, missing not at random, Bayesian inference

3.

Statistical Decision-Making Models and Treatment Effects

Number of pages: 23 Posted: 20 Aug 2004
Thomas B. Astebro and Gongyue Chen
HEC Paris - Economics and Decision Sciences and University of Waterloo - Department of Management Sciences
Downloads 304 (99,369)
Citation 1

Abstract:

Loading...

Treatment effects, actuarial models, non-experimental methods, bounding analysis

4.

How to Deal with Missing Categorical Data: Test of a Simple Bayesian Method

Organizational Research Methods, Vol. 6, No. 3, pp. 309-327, 2003
Posted: 20 Aug 2004
Gongyue Chen and Thomas B. Astebro
University of Waterloo - Department of Management Sciences and HEC Paris - Economics and Decision Sciences

Abstract:

Loading...

Missing Categorical Data, Imputation, Bayesian conjugate analysis