A new approach for credit scoring by directly maximizing the Kolmogorov-Smirnov statistic.

Fang Fang Yuanyuan Chen

Published in: Comput. Stat. Data Anal. (2019)

Keyphrases

credit scoring
kolmogorov smirnov
logistic regression
test statistic
credit card
support vector machine svm
data mining technology
information entropy
goodness of fit
data mining
data warehouse
text mining
random variables
factor analysis
hypothesis testing