On the confusion matrix in credit scoring and its analytical properties

DOI10.1080/03610926.2019.1568485MaRDI QIDQ5077409zbMATH OpenOpenAlexWikidataFDO

Authors Guoping Zeng

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1568485

zbMATH Keywords

sensitivityspecificityROCconfusion matrixfalse negativefalse positiveKStrue negativetrue positive

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A comparison study of computational methods of Kolmogorov-Smirnov statistic in credit scoring
• A unified definition of mutual information with applications in machine learning
• Credit Scoring and Its Applications
• Invariant properties of logistic regression model in credit scoring under monotonic transformations
• Metric divergence measures and information value in credit scoring
• On the existence of maximum likelihood estimates for weighted logistic regression
• On the three-way equivalence of AUC in credit scoring with tied scores

Cited in

(6)

• A Bayesian interpretation of the confusion matrix
• On the analytical properties of category encodings in logistic regression
• On the relationship between multicollinearity and separation in logistic regression
• MARnet: multi-scale adaptive residual neural network for chest X-ray images recognition of lung diseases
• Confusion matrix and information transmission analysis using MATLAB for evaluation of speech analysis
• A graphic and tabular variable deduction method in logistic regression

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