A comparison study of computational methods of Kolmogorov–Smirnov statistic in credit scoring

DOI10.1080/03610918.2016.1249883zbMath1383.62257OpenAlexW2547369813MaRDI QIDQ3133043

Guoping Zeng

Publication date: 12 February 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1249883

zbMATH Keywords

credit scoringKolmogorov-Smirnov statisticrank orderingequal-size binningequal-width binninglift table

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Related Items (6)

On the confusion matrix in credit scoring and its analytical properties ⋮ On the three-way equivalence of AUC in credit scoring with tied scores ⋮ 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 ⋮ Efficient optimal Kolmogorov approximation of random variables

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