Fieller stability measure : a novel model-dependent backtesting approach

Christián Bravo and Sebastián Maldonado

Year of publication:	November 2015
Authors:	Bravo, Christián ; Maldonado, Sebastián
Published in:	Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 66.2015, 11, p. 1895-1905
Subject:	concept drift \| dataset shift \| backtesting \| credit scoring \| statistics \| logistic regression \| Kreditwürdigkeit \| Credit rating \| Regressionsanalyse \| Regression analysis \| Statistischer Test \| Statistical test \| Theorie \| Theory \| Kreditrisiko \| Credit risk \| Messung \| Measurement

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