Generalizations of logistic regression, weight of evidence, and the Gini index for a continuous target variable taking on probabilistic values

DOI10.1007/S10559-015-9792-ZzbMATH Open1334.62069OpenAlexW2339485257MaRDI QIDQ269162FDOQ269162

Authors: O. M. Soloshenko 

Publication date: 18 April 2016

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-015-9792-z

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zbMATH Keywords

logistic regressionGini indexmaximum likelihood methodcredit scoringreject inferenceweight of evidence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Decision theory (91B06) Statistical methods; economic indices and measures (91B82)

Cites Work

• Credit Scoring and Its Applications
• Method of probabilistic inference from learning data in Bayesian networks

Uses Software

• SAS

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