Validating risk models with a focus on credit scoring models

DOI10.1080/00949650701684678zbMath1161.62070OpenAlexW2024773429MaRDI QIDQ3615065

Arthur L. Dryver, Jantra Sukkasem

Publication date: 17 March 2009

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701684678

zbMATH Keywords

simulationsgoodness-of-fitvalidationcredit scoringrisk modelsKolmogorov-Smirnov

Mathematics Subject Classification ID

Related Items (1)

An application of locally linear model tree algorithm with combination of feature selection in credit scoring

Uses Software

• R

Cites Work

• A modified Kolmogorov-Smirnov test sensitive to tail alternatives
• Credit Scoring and Its Applications
• On the Distribution of the Kolmogorov-Smirnov D-Statistic
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