Optimal threshold from ROC and CAP curves

Communications in Statistics: Simulation and Computation

Volumn 38, Issue 10, 2009, Pages 2060-2072

  Hong, Chong Sun ^a  

^a Sungkyunkwan University   (South Korea)

Author keywords

Accuracy; Credit rating; Cut off point; Default; Discriminatory power; Score; True rate

Indexed keywords

COMMUNICATION; COMPUTER SIMULATION;

ACCURACY; CREDIT RATINGS; CUT-OFF POINT; DEFAULT; DISCRIMINATORY POWER; SCORE;

STATISTICS;

EID: 78650819751     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610910903243703     Document Type: Article

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