On the confusion matrix in credit scoring and its analytical properties

DOI10.1080/03610926.2019.1568485OpenAlexW2913969657WikidataQ128428709 ScholiaQ128428709MaRDI QIDQ5077409FDOQ5077409

Authors: Guoping Zeng Edit this on Wikidata

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

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zbMATH Keywords

sensitivityspecificityROCconfusion matrixfalse negativefalse positiveKStrue negativetrue positive

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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

Cited In (6)

• A graphic and tabular variable deduction method in logistic regression
• 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
• A Bayesian interpretation of the confusion matrix
• Confusion matrix and information transmission analysis using MATLAB for evaluation of speech analysis

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