A comparison study of computational methods of Kolmogorov-Smirnov statistic in credit scoring (Q3133043)
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scientific article; zbMATH DE number 6837387
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| English | A comparison study of computational methods of Kolmogorov-Smirnov statistic in credit scoring |
scientific article; zbMATH DE number 6837387 |
Statements
A comparison study of computational methods of Kolmogorov–Smirnov statistic in credit scoring (English)
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12 February 2018
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credit scoring
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equal-width binning
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equal-size binning
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Kolmogorov-Smirnov statistic
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rank ordering
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lift table
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0.8415846824645996
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0.7158213257789612
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0.7040014266967773
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0.7003489136695862
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