Which Curve Fits Best: Fitting ROC Curve Models to Empirical Credit-Scoring Data
In the practice of credit-risk management, the models for receiver operating characteristic (ROC) curves are helpful in describing the shape of an ROC curve, estimating the discriminatory power of a scorecard, and generating ROC curves without underlying data. The primary purpose of this study is to...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-09-01
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| Series: | Risks |
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| Online Access: | https://www.mdpi.com/2227-9091/10/10/184 |