Invariant properties of logistic regression model in credit scoring under monotonic transformations
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Publication:4586607
DOI10.1080/03610926.2016.1193200zbMath1377.62153OpenAlexW2513896513MaRDI QIDQ4586607
Publication date: 27 October 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2016.1193200
mutual informationmonotonic transformationlogistic regressioninformation valuemaximum likelihood estimateKolmogorov-SmirnovKolmogorov statisticslift table
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) General nonlinear regression (62J02) Credit risk (91G40)
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