Variable selection of Kolmogorov-Smirnov maximization with a penalized surrogate loss (Q6573288)
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scientific article; zbMATH DE number 7881761
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| English | Variable selection of Kolmogorov-Smirnov maximization with a penalized surrogate loss |
scientific article; zbMATH DE number 7881761 |
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Variable selection of Kolmogorov-Smirnov maximization with a penalized surrogate loss (English)
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16 July 2024
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binary classification
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credit scoring
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nonconcave penalty
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oracle property
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variable selection consistency
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0.8085127472877502
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0.7411420345306396
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0.7286674976348877
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0.7241848707199097
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0.7218871116638184
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