A new approach for credit scoring by directly maximizing the Kolmogorov-Smirnov statistic

Fang Fang, Yuanyuan Chen. A new approach for credit scoring by directly maximizing the Kolmogorov-Smirnov statistic. Computational Statistics & Data Analysis, 133:180-194, 2019. [doi]

Authors

Fang Fang

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Yuanyuan Chen

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