Generalizations of logistic regression, weight of evidence, and the Gini index for a continuous target variable taking on probabilistic values

DOI10.1007/S10559-015-9792-ZzbMath1334.62069OpenAlexW2339485257MaRDI QIDQ269162

O. M. Soloshenko

Publication date: 18 April 2016

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-015-9792-z

zbMATH Keywords

logistic regressionmaximum likelihood methodGini indexcredit scoringreject inferenceweight of evidence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Decision theory (91B06) Statistical methods; economic indices and measures (91B82)

Uses Software

• SAS

Cites Work

• Method of probabilistic inference from learning data in Bayesian networks
• Credit Scoring and Its Applications

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