Invariant properties of logistic regression model in credit scoring under monotonic transformations (Q4586607)
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scientific article; zbMATH DE number 6800939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant properties of logistic regression model in credit scoring under monotonic transformations |
scientific article; zbMATH DE number 6800939 |
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Invariant properties of logistic regression model in credit scoring under monotonic transformations (English)
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27 October 2017
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information value
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Kolmogorov statistics
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lift table
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logistic regression
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monotonic transformation
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maximum likelihood estimate
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mutual information
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Kolmogorov-Smirnov
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