Model selection based on Lorenz and concentration curves, Gini indices and convex order (Q2010900)
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scientific article; zbMATH DE number 7138032
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| English | Model selection based on Lorenz and concentration curves, Gini indices and convex order |
scientific article; zbMATH DE number 7138032 |
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Model selection based on Lorenz and concentration curves, Gini indices and convex order (English)
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28 November 2019
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pricing
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risk classification
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concentration curve
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Lorenz curve
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GLM
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GBM
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trees
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neural networks
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