Härdle, Wolfgang Karl; Moro, Rouslan A.; Schäfer, Dorothea - 2006
representation of ratings in a closed form is possible reducing the need for graphical tools. In contrast to that non-linear non-parametric … visualisation of PDs. The mapping of scores into PDs is done as a non-parametric regression with monotonisation. The SVM learns a … non-parametric score function that is, in its turn, non-parametrically transformed into PDs. Since PDs cannot be …