Invariant properties of logistic regression model in credit scoring under monotonic transformations (Q4586607)
From MaRDI portal
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 |
Statements
Invariant properties of logistic regression model in credit scoring under monotonic transformations (English)
0 references
27 October 2017
0 references
information value
0 references
Kolmogorov statistics
0 references
lift table
0 references
logistic regression
0 references
monotonic transformation
0 references
maximum likelihood estimate
0 references
mutual information
0 references
Kolmogorov-Smirnov
0 references
