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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
AuthorWosnitza, Jan Henrik
Corporate nameDeutsche Bundesbank
PublishedFrankfurt am Main : Deutsche Bundesbank, 2022
Description1 Online-Ressource (37 Seiten)
SeriesDiscussion paper / Deutsche Bundesbank ; 04/2022
URLVerlag
ISBN978-3-95279-870-6
URNurn:nbn:de:hebis:30:epflicht-159841 
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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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