Assessment of Scoring Models Using Information Value

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F10%3A00046567" target="_blank" >RIV/00216224:14310/10:00046567 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Assessment of Scoring Models Using Information Value
Original language description
It is impossible to use a scoring model effectively without knowing how good it is. Quality indexes like Gini, Kolmogorov-Smirnov statistics and Information value are therefore used to assess quality of given scoring model. The paper deals mainly with Information value. Commonly it is computed by discretisation of data into bins using deciles. One constraint is required to be met in this case. Number of cases have to be nonzero for all bins. If this constraint is not fulfilled there are numerous practical procedures for preserving finite results. As an alternative method to empirical estimates we can use the kernel smoothing theory.
Czech name
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Czech description
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Project
<a href="/en/project/LC06024" target="_blank" >LC06024: Jaroslav Hájek Center for Theoretical and Applied Statistics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
19th International Conference on Computational Statistics, Paris France, August 22-27, 2010 Keynote, Invited and Contributed Papers
ISBN
978-3-7908-2603-6
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
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Publisher name
SpringerLink
Place of publication
Paris
Event location
Paris
Event date
Jan 1, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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