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Title
Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default
Author
Wosnitza, Jan Henrik
Corporate name
Deutsche Bundesbank
Published
Frankfurt am Main
:
Deutsche Bundesbank
,
2022
Description
1 Online-Ressource (37 Seiten)
Series
Discussion paper / Deutsche Bundesbank
; 04/2022
URL
Verlag
ISBN
978-3-95279-870-6
URN
urn:nbn:de:hebis:30:epflicht-159841
Restriction-Information
The document is publicly available on the WWW.
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Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default
[2.25 mb]
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