A comparison study of computational methods of Kolmogorov-Smirnov statistic in credit scoring.
Guoping ZengPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- computational methods
- credit scoring
- kolmogorov smirnov
- test statistic
- logistic regression
- hypothesis testing
- likelihood ratio
- support vector machine svm
- credit card
- distribution free
- statistical methods
- large deviations
- goodness of fit
- statistical tests
- random variables
- data mining technology
- null hypothesis
- data mining
- user satisfaction
- information entropy
- data analysis
- machine learning
- databases
- data sets
- factor analysis
- data mining applications
- statistical analysis
- data warehouse
- decision trees