With little or no credit, consider talking to lenders before you apply.

Some lenders have access to services that pull data from other sources for people in just your situation, says Tescher.

These services help lenders identify potential customers by analyzing data from nontraditional sources -- such as rental or utility records -- when potential customers don't make the cut based on traditional data, she says.

While seeking lenders who consider this information won't change your "classic" FICO score, it could help you get credit.

FICO offers lenders its own solution to scoring consumers with thin files. Called a "FICO Expansion Score," it includes alternative data, such as checking accounts, installment purchase plans and phone payments, to rate creditworthiness.

With the regular VantageScore, another credit-scoring model, nontraditional accounts (such as rent and utilities) will be factored into your score if they're on your credit report, says Jeff Richardson, spokesman for VantageScore Solutions.

The company also offers two thin-file scoring formulas: one for high-risk consumers and one for those with low risk, says Richardson.

Ask before you apply: If your conventional credit score or application doesn't make the grade, does the lender have a way of considering any additional data to underwrite you for credit?