Comparison of credit scoring models on probability of default estimation for US banks
Petr Gurný, Martin Gurný
Year of publication: |
2013
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Authors: | Gurný, Petr ; Gurný, Martin |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 22.2013, 2, p. 163-181
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Subject: | probability of default (PD) | credit scoring models | linear discriminant analysis | logistic regression | probit regression | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Diskriminanzanalyse | Discriminant analysis | Wahrscheinlichkeitsrechnung | Probability theory |
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