Selection bias in credit scorecard evaluation

Published 2013 View Full Article

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Title
Selection bias in credit scorecard evaluation
Authors
Keywords
credit scoring, Kolmogorov–Smirnov statistic, area under the ROC curve, selection bias
Journal
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
Volume 65, Issue 3, Pages 408-415
Publisher
Informa UK Limited
Online
2013-05-22
DOI
10.1057/jors.2013.55
References
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