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Analytic models of the ROC curve : applications to credit rating model validation
Satchell, Stephen; Xia, Wei - 2006
Persistent link: https://www.econbiz.de/10003374001
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Analytic models of the ROC curve : applications to credit rating model validation
Satchell, Stephen; Xia, Wei - In: The analytics of risk model validation, (pp. 113-133). 2008
Persistent link: https://www.econbiz.de/10003868691
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Analytic models of the receiver operating characteristic curve : applications to credit rating model validation
Satchell, Stephen; Xia, Wei - In: Journal of risk management in financial institutions 1 (2007/08) 1, pp. 90-106
Persistent link: https://www.econbiz.de/10003696403