Metric divergence measures and information value in credit scoring

DOI10.1155/2013/848271zbMath1486.94043OpenAlexW2148131058WikidataQ59015775 ScholiaQ59015775MaRDI QIDQ2337058

Guoping Zeng

Publication date: 19 November 2019

Published in: Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/848271

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Credit risk (91G40)

Related Items (7)

A descriptive study of variable discretization and cost-sensitive logistic regression on imbalanced credit data ⋮ On the confusion matrix in credit scoring and its analytical properties ⋮ On the three-way equivalence of AUC in credit scoring with tied scores ⋮ A unified definition of mutual information with applications in machine learning ⋮ On the relationship between multicollinearity and separation in logistic regression ⋮ A graphic and tabular variable deduction method in logistic regression ⋮ On the analytical properties of category encodings in logistic regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Mathematical Theory of Communication
• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• On the convexity of some divergence measures based on entropy functions
• Some inequalities for information divergence and related measures of discrimination
• Information radius
• On Information and Sufficiency
• An invariant form for the prior probability in estimation problems

This page was built for publication: Metric divergence measures and information value in credit scoring