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Communications in Statistics - Theory and Methods Volume 48, 2019 - Issue 7
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Original Articles

On the three-way equivalence of AUC in credit scoring with tied scores

Guoping ZengLiberty High School, Oak Shores Dr, Plano, TX, USACorrespondence[email protected]
&
Edward ZengLiberty High School, Oak Shores Dr, Plano, TX, USA
Pages 1635-1650 | Received 25 Aug 2017, Accepted 26 Jan 2018, Published online: 23 Feb 2018

Citations (7)

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Read on this site (3)

Guoping Zeng. (2023) On the analytical properties of category encodings in logistic regression. Communications in Statistics - Theory and Methods 52:6, pages 1870-1887.
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Guoping Zeng. (2022) A graphic and tabular variable deduction method in logistic regression. Communications in Statistics - Theory and Methods 51:16, pages 5412-5427.
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Guoping Zeng. (2020) On the confusion matrix in credit scoring and its analytical properties. Communications in Statistics - Theory and Methods 49:9, pages 2080-2093.
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Articles from other publishers (4)

Ricardo Muñoz-Cancino, Cristián Bravo, Sebastián A. Ríos & Manuel Graña. (2023) On the combination of graph data for assessing thin-file borrowers’ creditworthiness. Expert Systems with Applications 213, pages 118809.
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Simone Varotto & Chiara Maria Ventura. (2023) Correlation and Residential Mortgage Default. SSRN Electronic Journal.
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Yuzhi Huang, Raufdeen Rameezdeen, Christopher W. K. Chow, Nima Gorjian, Yangyue Li, Zijun Liu & Peiqing Ju. (2022) Monitoring the health status of water mains using a scorecard modelling approach. Water Supply 22:3, pages 3114-3124.
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Mykola Herasymovych, Karl Märka & Oliver Lukason. (2019) Using reinforcement learning to optimize the acceptance threshold of a credit scoring model. Applied Soft Computing 84, pages 105697.
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